Without really wanting to pimp AE WW2 to the nth degree but I wrote up a series (over 20 I think) of British occult units (and all of them are British!) and a variety of nefarious characters from the annals of history. If you want check 'em out
HEREAside from that a few suggestions:
1. Robots- Archie looks good
2. Rather than werewolves go Commonwealth and have Aussie weredingos or some such malarky.
3. British anti-(insert enemy unit: werewolves, vampires etc) unit. Think along the lines of the SWAT teams that get wiped out in ever horror style movie. The Familiars in the link sort of fit.
4. Britain in the Edwardian period loved its mystics. And there are all kinds from seers to those who contact the dead (maybe they can make the dead fight too? You decide.)
5. Britain was world famous for explorers all over the world. So perhaps they picked up a strange companion or a weird artefact whilst they were at it...
I'd also advise hunting up local legends, traditions, groups, creatures and mythology all through the Commonwealth for fun.
Incidentally the idea of an anarchist superhero team rocks. :mrgreen:
Edited for my inability to write my own language.