jaba, four years ago I had exactly the same thoughts as you. I tried for every sponsorship scheme under the sun but never got past the aptitude tests.....and then I really started to doubt whether I'd make it or not. Anyway, after having a moan and cry on pprune everybody told me to pick my chin up and to not worry about the sponsorship schemes as only a very small % of people were selected. It did not mean that you would not make it as a professional pilot.
Anyway, fours years later I sit here with my shiny - well, it's matt to be honest - CPL/IR, a sim check next week with a large regional airline, a course booked on the CTC AQC having passed their tests and I also passed Britannia's aptitude tests last year.....so in essence, don't give up just because you can't make the grade with those rather restrictive sponsorship tests!
MB