You don't need to prove a UK address, just an address. Depending on the bank, you can open a UK bank account with an overseas address, and change it after you move.
If you haven't planned ahead, then anecdotally Barclays will open an account in branch with only a passport.
http://expatriates.stackexchange.com/questions/85/how-to-ope...
That's how I got my first UK account.
I told them to sod off and to look up the company in the company house.
Passport Accounts in the UK are pretty limited with what you can do with them, so I don't advise opening one up front if you planning to immigrate.
Just ask your employer for a cash advance and either use cash for the first 2-4 weeks or use your debit/credit card from your previous country of residence.
When I relocated initially I've arranged that the employer will cover the hotel upto 6 weeks, provide everything needed for a bank account, provide/cover the accountant needed to sort any tax liabilities when moving funds, cover the deposit for the first rental and the agent fees.
If you are hired by a large corp which does relocation all the time they'll have a standard and even a better package, if they company doesn't do relocation on a regular basis make sure all your sides are covered.
Otherwise you can land in a limbo state where you need a bank account to rent a flat, and you need an address (a hotel won't do) to open a bank account (they ask for a utility bill).
Some banks even allow opening the bank account over the internet if you are a EU resident.
(I know your pain though, opened a UK bank account a year ago, from the EU as well. The most difficult thing for me was actually the proof of address. Metro Bank required 2 plus 2 proofs of ID, a different bank was fine with just one proof of identity and even googled my post code when I forgot a letter :) )