Are download codes region locked?

The simple answer is yes. 

Any download games, subscriptions or add-ons on Xbox LIVE or PC at GAME.co.uk are for use in the United Kingdom. While they may work in other countries we cannot guarantee that all will.

PlayStation Network download games, subscriptions and add-ons will only work in the UK. 
Please note: we are unable to return digital download codes where regional compatibility is the issue in question.