Well basically like you said it all takes money. A lot of it. Best idea is to go to these training schools on their open days and ask your questions directly to them.
They will be able to advise you on how to go about the money situation. Most of the schools also have a partnership with a bank that can offer loans for our type of training. But that isn't always the best option.
I know of someone who working and saved up and started training at the age of 30.
Your more than likely to find their open days on their website or by giving them a call.
Oxford Aviation is another well know school in the UK.
In regards to sponsorships.... Not many airlines are doing them at the moment. Go to the airline websites and they will say under their requirement page if they do or not.
Of course once you have done the training you have to join the job market. Most of the high end well known school have airlines come to them asking for pilots. And the school will let the students know one way or another how to apply for that.
The schools will also try to help as much as possible as well in trying to find a job.
Hope this has been of some help to you.