I think your biggest limitation will be the residence requirements… You can get a study visa in the U.S., but it is very difficult that they’ll give you a green card or an employment authorization. I’ve had multiple CFIs who had studied in the US but had to leave the country because they couldn’t secure a legal immigrant status. I’m not sure about Canada, but I guess it is a similar situation. The cost of becoming a commercial pilot in the EU starts at ~€60.000 in the affordable Eastern European flight schools, plus the cost of the type rating, but the European market is far bigger than the Australian one. I might be biased because I intend to build my career in Europe (I currently live in South America where the outlook for becoming a pilot is really bad), but I think your best bet would be Europe.
Good Luck!