The EU hasn't even approved the Oxford vaccine yet, so it's understandable that AZ want to get the vaccines distributed to make room in their warehouses for the next batches.
I doubt the EU are seriously going to block Pfizer delivering to the UK, it would cause chaos.
I'm not sure if legally the EU can prevent supplies being delivered. Surely there would have to be some kind of EU law, which would need to be drafted and set into motion, which takes time. A lot of time. The law moves slowly.
I think I read somewhere (back in December) that Pfizer intended to deliver at least a million a week to the UK.
If so we've already had some 6 million of our 40 million doses and I suspect we actually have quite a bit more than that.
Oxford are supplying 2 million a week from now, and we'd need a further 800,000 a week from Pfizer to vaccinate 400,000 per day.
So hopefully we've got quite a bit stockpiled.