Before you start your ATPL theory in some strange country, make sure that you know the country where you want to do the CPL will accept the Romanian ATPL theory exams.
I know from Scandinavia, you can't do ATPL theory in the UK and the do the flying in Scandinavia - some countries require you do the ATPL theory and flying in the SAME country.
Make sure you get any permissions in writing from the authority where you want to do your flying training.
If you want to do your flying in Greece, make sure they will accept Romanian ATPL.
If you read the JAR it says training in different countries is possible, but it is up to the state of license issuer to decide this, and you must get this in advance.