Explosives are required to be labelled under CLP, but also have to meet the requirements of the Explosives Regulation, which covers civil explosives.
These are governed by the Explosives Regulation 2014, as amended in 2016. For details, see http://www.hse.gov.uk/explosives/regulations2016.htm , which discusses both the 2016 amendment and the 2014 regulation and has links to the regulations and other guidance.
Pyrotechnics are governed by the Pyrotechnics Directive, which has been transposed into UK law through the Pyrotechnic Articles (Safety) Regulations 2015, which can also be accessed from the HSE webpage given above.
These rules do not apply to substances which are only explosive when dusts are formed, for details see https://ttenvironmenta.wpengine.com/clp-knowledgebase/products-with-dust-explosion-hazards/ .