You asked

Could the Office provide any information held relating to Child Sexual Exploitation (CSE) and/or Child Protection within the last five years? Ideally by countries within the UK, and by region/council or a similar appropriate higher-resolution within the four countries.

More specifically:

Total children "at risk", by level of risk if available (and a definition of the levels)
Data by age
Data by gender
Data by type of CSE

Number of children on the child protection register
Break down of reasons for child appearing on the register

We said

Thank you for your request. We can confirm that the requested information is not held by the Office for National Statistics. We suggest that you contact the Department for Education to see what information they are able to provide:

https://www.gov.uk/government/collections/statistics-children-in-need