Sage is a real pain when it comes to this ! You don't say which version of Sage they have but the only 2 things I can think of to try are 1) if crediting an entire invoice then use the 'credit invoice' button (if you have it) from within the invoicing area. This will do the allocation automatically and should be ok or 2) if it's a partial refund then do a separate credit for each vat code e.g credit the non-vatable items and allocate it and then credit the vatable items. It's not exactly elegant but should work I think as long as you're able to allocate items individually. Failing that, you'll need to ask Sage I think - it's high time they made it easier for sales and purchases. I have the same trouble with a client whose electric bill is sometime 5% and sometimes 20% and is by paid d/d in advance, it's such a faff when the bill comes in.
Good luck !