That "eBay special" is not made for the UK market.
Amazon has a program called "Amazon Marketplace" where anybody can sell anything on the Amazon platform, and the listings lurk among real Amazon listings. This means Amazon is full of eBay-tier junk, and it is flooded with cheap Chinese merchandise which ignores every safety regulation, and obviously doen't care about fitment either.
They were aiming for the North American market and others where you have a junction box inset into the ceiling, like this. (the surface of the box is flush with the ceiling).
Needless to say, it's the wrong form-factor for a UK home, and it was negligent to even sell it into your market. They don't care; "nobody" demands refunds on faulty goods in this day and age. I would do exactly that. If the Amazon return window has expired, phone up Amazon and raise a ruckus. They'll credit you, and even pay for the return shipping (if they even want it back, not likely).
How is it supposed to work? Easy. Here's your pic, marked up. The pipe with the cable going through it (green) is threaded on the outside. The cross-bar is just there for shipping (and it's upside-down lol). You're meant to 1) remove it, and 2) run the screws (red, orange) into the ears on the junction box (which are flush with the ceiling). Then 3) thread the lamp's cable through the center hole (green) and 4) do the electrical connections (hence, not attaching the live+neutral to the junction block - can't til now). Finally 5) the entire fixture is screwed into the center hole (green). This is a bog-standard way in North America, but it obviously doesn't work without a recessed junction box!