By DickDaniels (http://carolinabirds.org/) (Own work) [CC BY-SA 3.0 (http://creativecommons.org/licenses/by-sa/3.0) or GFDL (http://www.gnu.org/copyleft/fdl.html)], via Wikimedia Commons
Europe and Asia
Azure-winged Magpie was, until recently a species that occurred in Iberia (Spain and Portugal) and the Far East (E-central Asia, Korea, Manchuria, China and Japan) but nowhere in between. It has now been split into two species. The Asian one has retained the name Azure-winged Magpie and the scientific name Cyanopica cyanus whilst the Iberian species is now called Iberian Magpie Cyanopica cooki
Least Concern (both species)
NBN atlas has 4 records as at end 2024. Map Here
NBN atlas has lumped the two species together
Or about Azure-winged Magpie Here
Given that it took molecular analysis to differentiate the two species in a lab, it would be difficult to impossible to confirm the specific identity of an escape in Britain (unless only one species is in captivity in Europe).