Exactly no sponsor... I could understand if they were asking for a $200 admin fee and wanted to administer skills tests like OAA or Cabair, but putting $2500 of your own money into their total control just to fill out a form screams scam to me...
If the escrow was really a method of protecting your funds, you would be making the check payable to them, or wireing the funds to them, not to the recipient.