It has to be a quite large and notable sustained public health event of a certain sort to really show up in overall excess mortality data.I have tended to assume that deaths caused by lockdown itself are not statistically significant enough to have clearly shown up in overall excess mortality data so far. By zooming in on certain age ranges at certain periods of time, and by looking for much more gradual trends over time it might be ppssible to spot something, but generally for that sort of study I would not want to use all cause deaths, I would start to look at data for deaths recorded as having some specific causes. When looking at total mortality rates, we also have to consider other sorts of deaths that may have been less likely to happen under lockdown conditions than they would in normal times, which can skew the numbers in the other direction.
I cannot really comment properly on how our overall deaths in the below 65 age group compare to these other countries, because I havent seen their data by age group. But I suppose a mixture of explanations for any differences would be expected. For example, we have heard much about increased risk for BAME groups, and that, combined with what sort of occupations and underlying health conditions people from these groups are likely to have, and in what sort of numbers, is one of the first areas I'd look into in regards the UK and England. Certainly other things too, such as not monitoring the health of 'mild' patients, encouraging people to stay at home with the illness and not giving clear guidance about when they should seek help again, not admitting enough people to hospital, having a late and weak lockdown, having poor infection control, general population health, pollution, inequalities of all forms, etc.
The biggest thing that still strikes me when comparing non-age-specific mortality data from various countries is the story on the regional level. In the USA, Italy, Spain and France to give the most obvious and dramatic examples, a few regions tended to totally dominate in terms of the size of epidemics, number of hospitalisations and deaths. Really pronounced stuff where the worst effected regions/cities lead to total excess deaths on the peak weeks in those places that in some cases reached 3-7 times the normal number of deaths for a week at that time of year. London does stick out in the UK but not quite to those extents. Anyway I will do some graphs about that sometime in the coming weeks so will save further thoughts on that till then.