What UK schemes do you NOT need to pay for these days? Very few .... if you're from the UK and you wish to pursue flying professionally you WILL have to spend a large sum of money with NO guarantee of a job.
You could try for the CX CPP but the chances are slim of course.
Please correct me if I'm wrong, but no UK-based airline is currently offering full sponsorship from zero to frozen ATPL.
The choices are thus
1/ Join the armed forces (as long as you're under 23 if you want to be a pilot and have perfect eyesight)
2/ Pay a lot of money and go modular from zero to frozen ATPL (no job guarantees)
3/ Pay even more money and go Integrated (no job guarantees and ability to pay £1,000 per month for 10 years if you get a loan).
4/ Cityjet mentored scheme - Number 3/ applies. Slight chance Cityjet may employ you, but significant chance they may decide they can't/won't (has happened already, if other posts on here are to be taken at face value)
5/ Forget flying professionally, enjoy the PPL and get a job with better prospects.
If you're determined to fly and have the money to go integrated, and you're able to afford the worst case scenario of no employment after the Cityjet scheme (because neither Cityjet nor anyone else need pilots/want you) then the Cityjet scheme MAY be worth trying for.
The benefit is a slightly cheaper course cost and a slight chance of getting a job with Cityjet at the end.