If this list exists it must be covered by the DPA, even if held on paper. A SAR by anyone who thinks they might be on the list will reveal whether or not it exists.
If the list does exist and either the retailer, Patek Philippe or Rolex (whichever one(s) receive a SAR) don't divulge what information they hold about the individual then they would be breaching the law and could be in trouble with the ICO.