Hi heines Dan,
Please note that a P85 is not the correct form for pensions and cannot be used.
As you are resident in the USA and have commenced receipt of a UK pension, the pension is by default, taxable until we can advise the provider to apply a 'NT' (no tax) tax code, that ensures no tax is deducted from your pension.
To resolve this, we require the DT indiviual form for the USA to be validated by the IRS.
Double Taxation: UK-USA (SI 2002 number 2848) (form US-Individual 2002)
You would need to print off the form and complete it, declaring your pensions, then send it to the IRS (they may charge a fee for this).
The IRS will then send it directly to HMRC, who can then use the validated form to prevent tax being deducted and refund any tax already paid.
If you have already done this, then you can progress chase your form by calling +44 13 5535 9022 from overseas or via webchat at:
Self Assessment: general enquiries
Monday to Friday: 8am to 6pm Closed on Saturdays, Sundays and Bank Holidays).
Thank you.