Well this is an interesting one. I've found every single locations in this episode except for that final scene at the church.
We've got Nora's and Compo's homes, Howard and Pearl's place, The White Horse, Wesley's shed..
Compo confronts Heliwell in Holmfirth on Old Road.
The race starts at Edge End Lane then they switch when they swerve off the road to avoid the lorry (aka Barry playing the saxaphone).. to where they go through an open gate on Flush House Lane where Green Gate Road turns into Digley Royd Lane. This is close to where they filmed scenes from "Here We Go Again into the Blue Yonder".
Will still keep looking. but so far no luck.