You've stated that you want to fly for an airline.
You haven't stated which one. You've been ruled out of the USA because of the green card/visa rules. (You can enter the green card lottery)
Do you qualify to live and work in Europe? If not, then don't bother with the EASA licence. If you thought the USA was expensive, try Europe...
Essentially, where can you work?
Once you've established that. What airlines are there?
What are their requirements. Once you have that information, then you can formulate a plan to meet them.