As far as I understand it, apt(itude) should realize that there are no
Translation-en_GB.* files in the main/i18n directory and therefore it
should ignore the translation and move on. Is it possible that your
filtering/proxy setup returns some notification text (instead of a 404
error) if a non-existing or blocked file is requested from the web? I
could see how that might confuse apt. The messages that you posted
suggest that apt does receive some content for the translation file and
I do not think that this content comes from the Debian server.
What happens if you try to retrieve the non-existing translation file
with wget?
wget http://ftp.uk.debian.org/debian/dists/lenny/main/i18n/Translation-en_GB.bz2