I am worried I might have done something that will cause an issue - can anyone advise:

JFK to Frankfurt, departed US on US passport, entered Frankfurt using UK passport.

Then went from.Brussels to UK on Eurostar, departed Brussels using UK passport.

Return is London City to Frankfurt, overnight layover at airport hotel then Frankfurt to JFK

Check in at London City was all the way through to JFK (bags are being sent directly there) I used US passport to check in.

So - I entered Europe with my UK passport but so far there is no record of me leaving with that passport. When I go to get my boarding pass at Frankfurt tomorrow morning shall I present both passports? Just my US passport?

I used to do what you describe all the time when I was working and traveling to various UK and EU countries and followed the same practice you describe. When your destination is the USA you must present your US passport to the airline.

Always carry both passports with you in case you are questioned. The UK used to be like Australia is now in that it had exit controls with border control agents who checked that you had been in the country legally. Our son in law lives and works in the USA and is a dual Australia/USA citizen so on entering Australia to visit family he is required to show his Australian passport but on leaving presents his US passport at check in but then his Australian passport at border control before getting to the gates. (Like the USA, Australia requires its citizens to enter and leave on their Australian passport).

Assuming you hold a UK passport because you are a British Citizen and not for some other reason like being a British overseas territories citizen you have the right to remain in the UK indefinitely, so why would you need to create a record of leaving, are you are worried about UK tax residence or something else?

I am a British Citizen, and yes precisely that - if there is no record of me leaving I was worried for residency / tax purposes.

At Frankfurt I used my US passport at ticket check-in and my UK passport when passing through immigration exiting Germany.

Keep your boarding passes, credit card statements showing spending outside UK or even download your US entry record online, if it ever comes up you have evidence you left.

The chances are extremely slim that you will be challenged on it, but HSBC ratted me out once. In 2011 we stayed for 7 months arriving early March and spending several weeks overseas in Ireland, Madeira and a 2 week cruise to Iceland and Norway. I kept a spreadsheet tracking our time in the UK every year including a rolling 4 year average as was the rule at the time on residency. Shortly after getting back to the USA HSBC wrote me a letter with apologies that it was an HMRC requirement that they monitored activity of their overseas customers and from the transactions at ATMs it appeared I may have hit the residency limits. They supplied me with an HMRC form to complete on which I had to enter the entry and exit dates over the last few years plus the expected time I would spent over the next few years in the UK. I did not need to forward any proof such as boarding passes but I did dig out my airline and cruise ticket receipts in case there was any follow-up.

There was no follow up which I was relieved about as I didn’t keep any boarding cards which would have been the definitive proof of leaving the country as buying tickets does not mean that I actually took those flights or sailed on the ferry to Ireland or took the cruise to Iceland etc.

A boarding pass is not definitive proof of much more than checking in, a frequent flyer account statement is better proof as they only credit when a flight is taken, not just checkin. Interesting that HSBC was monitoring and that they alerted you to that, rather than just informing HMRC.

Definitely pleased to have HSBC contact me instead of HMRC, and the HMRC form I completed was also sent to HSBC so HMRC were completely out of the loop.

yes definelty nice, I am more used to the FinCEN SAR type requirements where you are not allowed to inform the subject of the report.