Cheap cashews are generally produced by Vietnamese prisoners undergoing forced labour. I think I'd rather pay a bit more for non-torture cashews especially given that I'm saving a packet on not buying meat...
Presumably that's because your main source of non-meat protein would be pulses? Peanuts would appear (I did a quick google for equivalent protein costs, and it was predictably from the US) to be at least as costly (per gramme) as meat protein, cashews etc. would be more.
I guess the problem with most products is that the "origin" is often stated as where they were packaged, as opposed to produced. So only a limited number of specialist/ "ethical" outlets would be able (or willing?) to state the country of production of such products.
A further check shows that Tesco Organic Cashews are £2.75 for 150g, Fairtrade can be had for £3 for 150g. Whether or not the Fairtrade offer better conditions to the workers (they're probably Indian or African) is a moot point.