A copy of the email is below. The email address it originates from, connect6@gabriel-FCA.org.uk, is actually in Arizona. There are variants of this email address where the number shown is different, but they all link back to the same origin.
We investigated this with the FCA who confirmed that this is a spam email. You should not reply to the email in any way or click on any links within it.
If in doubt please call the FCA Firm Contact Centre on 0300 500 0597 for confirmation or forward the email to Phishing@fca.org.uk.
The email itself has no attachments and often comes with a false phone number. It also does not name the directive that it is seeking data on.
The email subject line is 'Due diligence request - FCA'.