Funding for Belgian student to do a PhD in UK?
The top universities often have a lot of reasonably obscure funding options.

For example with the University of Cambridge - if you go through the steps at this website they list all their funding options, you'll see for Physics there are fully-funded scholarships such as these that might be of interest to you: 


Leslie Wilson Research Scholarship (£17,427 per year)
Winton Scholarship(s) in the Physics of Sustainability 
Thalmann Bequest (covers EU fees only)
Schiff Fund (upto £20,000 per year)
Gulbenkian Studentship (specifically for non-UK nationals)
Gates Cambridge Scholarships


The equivalent website for the University of Oxford is here

and it reckons 


  35 Scholarships were found for a new student from Belgium studying
  Theoretical Physics (DPhil)


so I'm not going to list them all here!!!

Best of luck!