I used to pay ~ £20 for an o2 refill, 13 cu ft at 150bar, at scuba shops, though one kind bunch did it for £5.
A refill from my own bottle is of the order of £1-£2. In fact I refill bottles for friends free of charge because the big bottle goes back to BOC after a year or two anyway (just playing safe) so some gas is wasted.
A scuba shop won't be interested in a pilot license, IME.
You can buy aviation cylinders from the usual aviation oxygen shops - mostly in the USA. Aerox, Mountain High, various others. They can be aluminium or composite. My 13 cu ft ally ones weigh 3.3kg; a 47 cu ft kevlar one weighs just 4.7kg.