In the ‘good old days’ pre 9/11, the few airlines that offered full sponsorship (I am thinking particularly of BA) received something in the order of a thousand applications for every place. Even disregarding the 50% that couldn’t spell or used the wrong coloured ink on their application form, that is an awful lot of competition. Ergo, even if sponsorships were available, your chances of getting one are extremely slim.
I would plan on being one of the vast majority of pilots who has to pay for every penny of their own training, and regard any possible sponsorship as a pleasant surprise.