Lazy spa plug options - UK
You would be better to get a new outdoor socket installed as a spur (if possible) from the existing indoor socket.

When doing this, your electrician will also check that the circuit has RCD protection. Almost all new wiring, and all sockets, must have RCD protection. If your electrical installation is older, you might not have RCD protection to all sockets.

If the inside socket is on the outside wall an electrician will probably be able to go straight through from the back box to the outside, meaning no internal cabling visible and no disruption or redecoration needed.  

This would avoid both using an extension lead and removing the plug. Removing and refitting the plug is not itself a problem as in the UK the only type of plug used on domestic equipment is 230V 13 amp square-pin; anything else would have to be hard-wired. The risk is actually physical damage to the lead running it through a hole in the brickwork (especially if you have polystyrene cavity wall insulation, which reacts with PVC electrical cable). 

If you want to run a cable through a hole in the wall then an external socket extension kit like this one

https://www.toolstation.com/bg-ip66-outdoor-power-kit/p27175

will provide a weatherproof cover to the outdoor socket, and RCD protection in case you don't already have it. (This or similar products are also available from Argos, Wickes, Screwfix etc.)

A short length of plastic conduit should be used to take the lead through the wall

https://www.toolstation.com/20mm-heavy-duty-pvc-round-conduit/p47063