KB makes a very good point that a slight change would be better than a major change. Remember though that a London indie is far more edgy and possibly has more of a real world feel than a lovely GS or comp in a very affluent rural area. I have often worried about my kids living in the real world but then I look at very successful individuals that we know who always went through the private school system and it has never harmed them.
As DD has been awarded a scholarship to this co-ed inde they will expect very high standards from the start and this could mean a lot of added pressure whilst she is learning the ropes and trying to form friendships, learn to be in a classroom environment with boys etc.
Often the grass is not greener and I should know!