Converting FAA fATPL into JAA fATPL is not possible unless you have more than 1500 hours PIC or co-pilot on commercial transport (linked to a type-rating).
You won't get 1500 hours PIC or co-pilot unless you get hired in the US for at least 2 years...
I know it sucks but it's not me makin up these rules:
http://www.jaat.eu/publications/jars/607069.pdf
Read 1-A-19
If you want to have a cereer in Europe, I suggest you do your full training in JAA.
Also, no school in the USA will permit visa transfers, because they gave you the visa to come and study with them, and they don't want to get involved in security problems, which will lead them to lose the visa issuing rights, and therefore cancel your visa when you leave their school.
Under certain circumstances you can use a travel visa to get instruction.