How is a traffic pattern oriented, entered and exited?
The instruction to join a "left downwind" is used to clear an aircraft into a standard traffic pattern with lefthand turns. The word "left" could be omitted, as only right turns and righthand traffic patterns are called with "right". In the case of EGLL - London Heathrow the standard pattern would be a northern traffic pattern for runways 09L/09R and a southern traffic pattern for runway 27L/27R.

If you should come to the unlikely situation that you are VFR and want to depart from Heathrow, the clearance to leave the CTR in a northerly direction would be best executed leaving the crosswind, but clarification on frequency never killed anybody:

A: Heathrow Tower, G-ABCD, request leave CTR direct northbound after crosswind 09L.


or

A: Heathrow Tower, G-ABCD, request heading 360 after turning crosswind 09L.


When departing an aerodrome with traffic, it is unwise to leave the CTR along the extended centerline/upwind, as you are impeding other traffic, especially in slower aircraft.