The fraggle rock only caveat is too limiting unless you can get some prior ecouragement from 'them' that they will take you on as you are a long term resident and will stay with them for your career.
There are thousands of bloked out there with licenses willing and able to relocate anywhere in the country tomorrow for a regional airline job. You are going to exclude yourself from 99% of potential first jobs available by sticking to the rock.
An already hard task is therefore something of a Mission Impossible. UNLESS you have an IN to the regional airline in question on Fraggle Rock...
I would also recommend doing a PPL first:
a) You might be useless at flying
b) You might be OK but find the whole thing a lot less fun than you imagined
c) The hours spent can more or less be totally recovered on any future Modular or Integrated course therefore its a FREE risk reduction exercise.
Good luck,
WWW