Chuck-ski
The AFE books are not the best for PPL who wants to do ATPL, the Oxford PPL books are the best.
PPL and ATPL are very different, PPL is not a lighter version of ATPL, it is an ultralight version of PPL.
You must normally take your CPL/IR in same country as you did your ATPL's, with a few exceptions. You will have to apply in advance, before starting your ATPL's in the relevant country, if you are able to use ATPL's from another country.
As far as I know the most flexible country is the UK, but you will need to know in advance what you plan to do, and apply to that countries national CAA.