So I wrote to them and they sent me a list of their vegan items. Again, the overshadows were not on it so, after double check the ingredients to make sure I didn't miss something obvious, I wrote back for clarification. They told me they'd check with their lab and then the next day confirmed that all the overshadows are vegan too, hurrah.
So in full, here is the list of vegan options from The Balm:
Mary-Lou Manizer (Highlighter, Shadow & Primer)
Sexy Mama (Anti Shine Translucent Powder)
Bahama Mama (Bronzer)
Read My Lips (Lip Glosses) I am 99% sure these are called "Pretty Smart" glosses in the UK, as the shade names are identical to those listed on the Balm's site for Read My Lips!
What's Your Type? (Mascaras)
balmShelter (tinted moisturizer)
Put a Lid On It (eyeshadow primer)
Stainiac (Lip & Cheek stain)
You can buy The Balm in the UK from loads of online retailers, including Debenhams, Feel Unique and Superdrug's Website,