I am one of those guys who went over to the US from the Uk, I am just coming up to the end of my visa (a j-1) now.
I finished my CFI training with them and am now working as an instructor with them.
My school is fully supportive in me trying to gain another visa to extend my stay and continue working for them. So while I am not shure about any where else Not caring about you leaving here they are intresed in keeping me on just like the last two European instructors they have had here.
I am short of My 1000 Hours but that is through no fault of there's i Had two bouts of illness while here that kept me on the ground for 4 months including a stint in hospital.
Sorry forgot to say, You cant change your training to a non J-1 school, you can transfer to another approved school though.
Its a pain to do as the person that deals with this with in the US goverment denys that you can, even though there is a section on the J-1 form for transfering to another school.