Have just spoken to Transport for London (TfL) about this (they run ULEZ).

They said once the engine swap is registered at DVLA, you send a form to TfL to say your vehicle is exempt. They check it against DVLA and cross the car off their list. It takes up to 10 days to process.

So, been looking at engine possibilities - are some of the Focus ST170 engines Euro4?
Wondering coz Euro4 wasn't a standard until 2005?