The OP is looking for an agent, not a publisher in the first instance. Therefore, the pubisher will pay advances and royalties to the agent, not to the author, just as if it were a UK author. The matter of royalty payments is no worse than when a UK author sells to the US, or when a US author sells a US published book to the UK... international agents deal with this on a regular basis. I too have to fill in tax forms from a couple of countries... it's par for the course! The agent will deal with all of these matters; it's part of his/her job. My agent simply sends me the tax forms, I fill them out, send them back, and that's all there is to it.
That said, it's probably easier and makes more sense to get a US agent if that's where you live.