Haven't looked at the details exactly but from my previous experience of EFT, phase 4 is probably converting the FAA IR to JAA IR, therefore the initial skills test for issue of a JAA instrument rating has to be done in a JAA member state. The JAA CPL however can be done in the US.
Although few people manage to convert an FAA IR to a JAA IR in the minimum required 15 hours doing the FAA ratings first and then converting is generally fairly cost effective. Remember while the JAA license has 14 exams the FAA has one written exam per license and rating and oral test per license and rating. Never done the FAA tests but the written tests are generally thought to be quite easy, though I have heard the oral test can be quite challenging ( having to explain answers to an examiner on the spot means you need to know the subject as opposed to learning some facts parrot fashion).
However it is generally quite easy to get an instructors job without needing to sign up for any kind of internship scheme, all the APP scheme is really is JAA modular training, FAA conversions with instructor ratings.