VAT query

Question posted by Dawn Neilson, on behalf of Stephen Walters & Sons Ltd in CO10

Hi I have a new customer in Dubai, that has asked me to deliver his order to a Freight forwarder in Surrey and invoice Dubai. I added VAT to his proforma invoice, but he says there is no need for me to do this as the forwarder is shipping the goods to Dubai.
The forwarder said he will be able to send me documents to say the goods have shipped to Dubai and that will cover us with the VAT man. Is this correct?
Many thanks
Dawn