The leaders also discussed Ukraine and "the UK's drive to get closer to Europe", No 10 says.
Her foundation said she "passed away peacefully" at her home in New York City, "surrounded by many who loved her".
Experts warn low storage levels could push up gas prices further, leaving households with higher bills.
Andy Burnham has committed to reaching the Nato target of 3.5% spending by 2035, but not 3% by 2030.
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