Don't know what your home town is, but CAA Class 1 can only be done at CAA Gatwick and costs £300+
I myself am similar age as you in my 3rd year of study at University while doing the modular route.
I basically use my wages and student money for my PPL flight training and hope to start my hour building/ATPL theory once I graduate.
Having worked with the Police Heli Unit, most of them are all ex-Royal Navy or Army Air Corps pilots so I doubt you could join them straight after being qualified.