The prime response would be a couple of existing US fighters, but since you can’t stage them onto Canada or Iceland or SZ 102 until your 2nd turn, and then only at war (except for SZ 102, so J1) the only way for the UK to receive them would be for them to put a CV in SZ 109, which is dangerous.
The worst thing about a SeaLion threat is that UK needs all its fighters on 1 space, because it cannot defend Scotland and London and a fleet until it has several turns of buys. This means only 3 scramblers, not the 6 scramblers. And it means you can’t start an early fleet (say 1 CV and 1 DD in SZ 109) because the fighters will have to jump off once London is threatened, which leaves the fleet bare.
So that’s why CV in 102 is so nice, because its the only direct, safe intervention. But since you don’t have a CV to start, you’d build US 1, head to SZ 102 US 2, and hope for a J3. In every other case (J1, J2) you could just land on London as soon as you stage up, but that’d be Iceland US2, London US3. And if they killed London, your only LZ is back on the carriers…