Police can arrest and detain an illegal person and later they'll send this person to immigration enforcement. But Police won't simply raid a premises unless they've been informed something suspicious going on there or someone is working illegally. 
Indeed, another reason to raid is under POCA wanting the pimps assets, 2 divine brothels were raided under POCA in MK a few years ago as published at the time on the Thames Valley police site, 1 was open again the next day so they didn't even bother serving a closure order.
If a willing illegal was found working in a brothel the police should act, pimps should be checking WGs immigration status by insisting on seeing proof and ID, but we are talking pimps here of course.
I don't think the divines would be stupid enough to knowingly take on a illegal as they know what the consequences could be. Whether they have as a WG or more have lied to them is a different matter. It would most likely be the police suspecting trafficking that they would raid a brothel for the illegal WG reason alone. I don't think for a second the divines traffick women, they get plenty of willing WGs, taking such a risk would be madness.
They did raid GP parties now gone looking for trafficked WGs, they didn't find any illegals that I heard of and certainly didn't get convicted of doing so, the owner pimp and one of his pimp helpers were done for controlling prostitutes for gain, running a brothel and money laundering and the owner subject to a £100,000 POCA order. Seeing as he had been operating years by then and must have had a lot more than that amount of cash off punters I assume they couldn't locate any more. He either spent it funding a great lifestyle and/or stashed some away where it couldn't be found. The divines have been going since at least 2001 as stated on their new UKE profile and would of had millions of pounds of punters cash going through their hands. At any time POCA might eye this up and act.
