Just my 2 cents
Hi Elias,
for whatever it's worth (I am 8 years older than you thus starting my career change even later, but comparable salary and without a dual citizenship; that is, European with currently FAA CPL ME/IR, GPL and now converting to EASA-land), if I was in your shoes I'd go modular in Canada and keep your current job. As soon as you have the PPL you can start the EASA conversion with a paypment of 1000 GBP, but I doubt you would need it that early. Work up your way (to the ATPL, instructor and the like in whichever flying occupation) and use your spare time at one point to get those nasty 14 exams out of the way. I doubt it will make you a better pilot but it makes you employable in a market that is even bigger than Canada, the European Union.
That nasty theory might at least help you with jet transition etc. at some point hopefully rather sooner than later and will keep you in touch with long-haul jet operations at least mentally whilst flying SEP into the bush or instructing pattern work.
Cheers and good luck!