Hi Nestor, I seem to remember that probation were uncertain about whether you would be under the new supervision law. Did that ever get sorted out? If they were OK with you leaving, then there shouldn't be a problem. If they didn't give permission, then there might be a warrant, but according to Wikipedia (not always 100% accurate, allegedly), as you have already been sentenced, they can only issue a warrant if your custodial sentence was 4 months or more. I don't know what your total sentence was, but if it was less than 4 months, there shouldn't be a warrant for you. If your total sentence was 4 months or more, then the easiest way to find out would be to ask your local police, as they will have a record of it. Of course, they would probably arrest you and send you back to the UK, but if probation weren't actually sure you should still be under supervision, they might have trouble justifying their action. In fact, in some court cases, it seems the court has just reduced the supervision rather than waste time and money sending someone to prison, or giving them a fine they can't pay.
As Chris Stacey said: Although its not formally part of the sentence that is handed down in court, the criminal record that someone comes away with effectively becomes a second sentence, which can have a long-lasting, if not lifelong, impact.