Primeiro de tudo "Licença para Matar" é uma coisa real do que ser completamente fictício, embora tenha se tornado famoso pela franquia de James Bond. Segundo a Wikipedia:
License to kill is the official sanction by a government or government agency to a particular operative or employee to initiate the use of lethal force in the delivery of their objectives, well known as a literary device used in espionage fiction. The initiation of lethal force is in comparison to the use of lethal force in self-defense or the protection of life.
Sobre sua pergunta Sua imunidade é apenas vinculante para o sistema de justiça do Reino Unido ou existem aliados que também reconhecem sua imunidade?
The legitimacy of deadly force usage from country to country is generally controlled by statute law, particular and direct executive orders, the common law, or rules of engagement
Wikipedia também menciona sobre a parte da franquia de James Bond na popularização deste conceito
The idea of a licence to kill is popularly known from the James Bond novels and films, where it is signified by the "00" (Double O) designation given to the agents in the series who are licenced to kill; Bond himself is famously agent 007.
Mais detalhes podem ser lidos na entrada da wikipedia.