I was in the same position in 01 left the military 3 months before sept 11th.
That really screwed things up.
I didn't have the cash to pay for my courses and the banks were hopeless.
I set up my own companies and used them for the trg and also the VAT.
I went down the modular route, I now am working as a FI and applying for jobs. The company now gives me a regular income while I am hour building and looking for that first proper position. Its not easy but a good attitude and steely determination will get you through.
The hard part is the job hunting.
I managed to get a career development loan, it is a government supported scheme, they gave me £8K its a start.
If you want some lessons, please PM me.
Honi soit qui mal y pense