Self sponsored is risky. No one knows where the industry will be in 2 years. There's a reasonable chance it could still be pretty bad for pilot hiring. It will take a long time to mop up the current army of highly experienced unemployed pilots looking for work.
No doubt the flying schools are telling you that Asia will need a zillion pilots over a decade. It's called marketing and sales. They want your money. Hate to break the news, but a lot of flying schools aren't exactly the model of ethics in marketing. From experience, a lot of them are down right scummy.
If you want a glimmer of what you're getting into, take a look at the VietJet 'Pay to Fly' thread, where pilots, including Malaysians, are handing over huge sums of money under the table to dodgy agents to essentially bribe their way into Vietjet.
And if you're determined to do it, my only advice is stay out of debt and cross your fingers the virus goes away very fast. I'm crossing my fingers.