National Register (RN) of driving licences

If you don't and you lose it, how are you going to replace it?

Of course, if you have a UK-issued licence, you have no choice at all in the matter because, technically, your UK licence ceased to be valid on the day you moved to Belgium. (You are required to advise the DVLA of the address at which you currently reside but they refuse point blank to register any address outside the UK). Hence, you have to exchange your UK licence and get a Belgian one - at least the process has been greatly simplified since the new photo licences were introduced 13 months ago.

No. It just has to be valid.