Hi gilesparnell,
there's nothing stopping u from training in Canada as long as u obtain the right visa etc etc. If u wanna fly bk in SA you would need to convert to a SA CPL/IR(ME). Which I believe would involve writing the theory exams and doing two flight tests, I might be wrong but that is what I think it involves. Its your home country so at least you have the right to live and work there.
The same pretty much applies to Europe, u need the right to live and work there. For the conversion, u need to either write the CPL and IR theory exams or write the 14 ATPL exams and the it is training as required for the CPL plus the practical test, and extra 15 hours of training for the IR plus the practical test.
Hope that clears it up.
HP