Some general thoughts:
IIRC in UK law most contracts would be interpreted contra proferentum, i.e. "against" the party that wrote it. If the contract of employment didn't specify that the employer retains ownership of certificates then I would expect the employee to have an entirely reasonable claim to ownership of them.
Some contracts stipulate that training costs must be repaid (partially or in full) if you leave within a defined period of completing training, but again I'd expect these to still give ownership of the certificate / qualification to the employee.
There may also be a GDPR-related argument possible here too, as the training information is personal data so there could be a question as to what legitimate purpose the company has with it if the employ no longer works there?
Lastly, the employer may have paid for the training, but the certificate is arguably issued to the named party, i.e the employee that took the training.
If my employer were to withhold a certificate in this circumstance I'd feel fairly confident about challenging it ![;)](https://www.ifsqn.com/forum/public/style_emoticons/default/wink.png)