Right, let's try to correct some of the misinformation:
Is it possible to train for a CAA/JAA CPL/IR abroad?
Yes, although the CAA CPL/IR no longer exists so it's just the JAA that you'll be interested in. The UK CAA is the only authority to ignore the JAA requirements and approve modular schools overseas.
Is it cheaper to do it abroad and convert?
Probably, a little. By the time you have taken
all costs into account, there will probably not be a lot in it. However, there can be distinct benefits in mixing overseas and UK training to get the best deals.
the problem is that all schools need to be approved.
Not a problem at all. The UK approves a number of overseas FTOs - check out their website to obtain a list.
And also you need to get access to a CPL examiner
Again, not a problem - plenty of people complete the CPL Skill Test in the USA.
and also a CAAFU examiner for the IR
Again, not a problem. The IR Skill Test has to be done in JAA airspace at present and there are plenty of CAA FEs to do the job. btw - CAAFU hasn't existed for many a long year.
proberly with keywest
Probably with Keygrip?
IR training as well but I haven't heard of anyone doing the flight test over there
It is not yet permitted to complete the IR Skill Test outside JAA airspace. However, that is likely to change in the next amendment to JAR-FCL1 although the costs will doubtless be too high to make it a realistic option for UK-based candidates.