It's a good idea to have a backup plan and if flying really is your dream then you should keep trying until the bitter end. Get yourself an FAA class one at the same time as doing everything you can to get a CAA or EASA class one (You have a LOT of different options there).
You have your entire career ahead of you so getting into the US shouldn't be hard if you want it enough. Options go from M1/F1 all the way through to marriage. It is relatively easy to get a visa to train and work as a flight instructor up to (I think) 2-4 years/1500 hours. It's also a lot cheaper to train in the US. A lot can happen in those few years so you could well find yourself married with a green card - in which case you'll be a jet pilot by your early 20s.