Shame you didn't talk to someone that knows about ammonites at the natural history museum. :-(
Not sure why you say that - it was identified correctly as an ammonite on the NHM Nature Plus site.
"It is a concretion which formed around an ammonite, which has since dissolved
away completely, leaving only its impression as an external mould in the middle
of the concretion."
"What a very nice find! it's a negative/cast of a Cadoceras ammonite.
I have been very lucky to find two specimens over the years on the Holderness
coast, one in a good condition and the other one not so good but I have a
similar cast to yours from a Lower Jurassic - Middle Lias ammonite called a
Pleuroceras, that I will try to take an image of for you to have a look at."