Just because a course is modular, it doesn't mean it has to be part time. You can fly/study full time if you want to. In fact, a full time modular course is the quickest way to learn to fly - because you can progress as quickly as you want to without having to wait for everyone else to catch up!
If you want to keep working then I'd recommend going to the US for a PPL. Take 4 weeks if possible which is more than enough to complete a PPL. Then you can come home, go back to work and study the ATPLs at your own pace. There's not much point having it all planned out too much, just take each module a step at a time and reassess at each stage.
If you want training insurance, you can insure anything - you just need to find a specialist underwriter. Failing that go to Ladbrokes and ask for odds on ##### going out of business...