I have transition lenses and I have no problem with them going dark, either here in the UK or abroad. If anything, I would say they can react too quickly.
Both my 'normal' glasses and sunglasses have prescription lenses, so I sometimes forget to change them over when I'm abroad when my 'normal' glasses react.

The reason why I bought sunglasses with prescription lenses was because with bog standard sunglasses, I couldn't see a thing when looking at menus or prices, I was forever swapping them on and off, plus the bigger designed sunglasses cover a bigger area around the eyes to protect the delicate skin ( although in my case it's a bit late now )
I have found by experience, even with the most expensive frames that I have bought for my everyday glasses, the plastic can get warped with the intense Mediterranean heat......which is not hard to understand when my optician uses heat to adjust any new frames that are nipping.

Sanji

Like Sanji, I have both what I regard as my ordinary glasses but with Transitions lenses in them for everyday use as well as prescription sunglasses and have never experienced what you describe, Fred. They go react to the sunlight wherever I am but the reason why I have both is because I found the degree of 'darkening' which was most suitable for the average British summer wasn't dark enough for Cuba - especially if I wanted to read outdoors in full sunshine. So perhaps that's the problem - that your transitions lenses go dark enough to be noticably darker whilst at home in the UK but not dark enough to be comfortable in much stronger sunlight? Unless you are already on the maximum reactivity then it might be worthwhile asking your optician to do that when you get your current ones replaced.

Given that these sort of photochromic lenses are designed to react to UV levels then they should work the same wherever you are unless you are in extreme conditions when the temperature of the lense will effect the process. So if the lenses get very hot then they won't go quite as dark as they will in extremely cold conditions and most are designed to work at their best in between the two extremes but I have never heard of them not darkening at all in other than in temperatures that I know I would find intolerable to be sitting out in. You could try wearing a sunhat :-) which I always do whenever out in hot sun in order to protect my skin from further sun damage and this is perhaps why mine still work just as well as they do at home? Keeping them shaded means they don't get too hot to work?

http://www.eyekit.co/information/lenses/what-are-photochromic-lenses.html