Simon,
I think you are right in thinking that HAI is the only JAA approved training centre outside the EU, and if you want a JAR licence then these are your only options. It will be worth asking the CAA how to convert foreign licences to JAR, to see if the cost would be prohibitive.
Of course, the problem is once you have the JAR ticket you are still pretty unemployable due to lack of hours, unless you go down the instructing route, or have friends in convenient places.
I understand advertising is frowned upon here so don't want to receive the wrath of the moderators but there is a school in SA who will place their students in work once they have completed their licence. This gives them the opportunity to build some commercial experience so that they are in a better position to gain work when they return to their home countries. feel free to PM me if this is of any interest to you.
On another note, I would stay well away from schools who don't offer a pay as you go policy, but I can't see how they have a right to withold money if you decide to go elsewhere?