as far as i know, the most u can ask from an airline is a type rating now and for some of them thats even to much to ask for!!! ive not heard of any airline that have a full sponsorship scheme from zero hours, but then i could wrong or u lucky! only other scheme out there is the GAPAN one. again very very tough to get on but some people on here have got it.
everyone i know has had to finance it themselves from ppl, atpl theory, hours building, CPL, ME IR and some even type rating. best advise is start saving now as it burns a realy big hole in your pocket!
as for gcse's and a'levels i dont think it matters as much anymore as i did not bother with science or math for my a'levels. however saying that i have been to university so i guess that will cover it. many airlines may ask for these not as its a requirment to be a pilot- but just to see that u have a brain that works. all the physics and maths is pretty simple and u have to learn on the course anyway.
good luck!