The CDL is only interest free for 1 - 3 months after your course finishes; the theory is that having completed the course, you're now earning more as the new skills make you a more valuable employee. There were only three banks who did the CDL (last I checked), and I believe it's down to 2 now. Whether a given bank / branch will give you a loan depends on the person you talk to. The max amount you can borrow on a CDL is £8k.
HSBC do a 'professional development loan' (or they used to), which will loan up to £25k unsecured, depending on your credit rating; it's basically a personal loan with the deferred interest arrangement of a CDL. Some branches consider pilot to be a professional career, some don't - you will need to agitate and possibly try a few different branches.
There are a few bursaries / scholarships around, but they're almost all aimed at under-25s. The ones that aren't age-limited are generally limited to £2k or less, and are usually aimed at something specific (type rating, etc). GAPAN's website is a good place to start, as is the Air League.
The only way to get industry sponsorship for a PPL is to have a parent who owns the helicopter company.
Some folks have managed to claim back the VAT on hour-building between PPL and CPL, and on the CPL, but being able to do this depends on what you're planning to do with your CPL. I believe it's basically not possible to claim back the VAT on a PPL. There are some very comprehensive threads about on claiming back VAT.
The preferred route is to save up before starting the course, as having to reduce your flying to (say) once or twice a month is generally detrimental. That said, almost nobody actually does this, as they get hooked, want to start ASAP, then think about the funding around month 3. So you're in good company.