I work for a Finance Company and my role is to coach and train Sales Executives and Business Managers on how to sell finance. We would always advise the dealer to appoint the customers before discussing finance figures, part exchange values etc etc. The dealer won't be able to add any value to the products they are selling by discussing them over the phone.
The reason the dealer are not giving you the quote is because, they will earn a commission from Black Horse and they don't want you to shop around. In some cases the dealer will earn as much in finance commission as they will make profit in the car sale. The dealer have a legal requirement to provide you with a written quote if asked. If they don't provide with a quote tell them you will a) buy a car elsewhere b) arrange your own funding.
With regard to the FSA, they only govern the sale of insurance products on finance agreements. The dealer will need to do an initial disclosure document and a demands and needs before they can discuss and try and sell you credit protection insurance.
With regard to taking the documents home and signing them, you won't be able to do that, as the dealer will be sent Non Cancelable Documents. Have a look at the documents and ask to take away a copy of the "Pre Contract Information". This is basically a copy of the finance document without the signature boxes. Think about it for a few hours or few days and then go back to the dealer and sign the documents. They have to be signed on trade premises.
Another thing to check is that the documents are Regulated Hire Purchase (or Regulated Personal Contract Hire). If the documents are for a personal loan, don't sign them as your consumer rights are reduced. With HP or PCP the documents will have a section titled "Termination- Your Rights". This allows to to hand the vehicle back to the finance company when you have paid more than half the total amount payable. Although you would only do this if you had negative equity.
Another area of protection you would get, that you wouldn't get from a personal loan, is that the vehicle belongs to the finance company until the final payment is made (Hence Hire Purchase) and if you end up with a problem vehicle and the dealer can't or won't fix, you would be able to write to the finance company and reject the vehicle, as it is not fit for the purpose (Sale of Goods Act). You would only reject it as a last straw but the finance company would take up the issue with the dealer to attempt to get the vehicle fixed.
When will these dealer's learn that by being honest with you, will increase their chances of selling to you.