If you have a problem with an European school, you have the same zero chance of getting your money back from them.
Travel insurance, that includes everything you need, can be bought with one phonecall and about £30. Absolute non-issue and absolute stupidity to go anywhere inc. Spain without it.
Immigration doesn't take months, thats just ridiculous. M1 visa process is an hour filling out the forms, and a few weeks in waiting. The embassy visit is a hassle if you're in Inverness, but again is nothing to worry about.
Cost should not be the nr.1 motivator on going to the US. The ability to do it very quickly, the experience you get from it should matter more.
My all-in costs were roughly the same, as PPL would've been in most parts of Europe (just over 10000EUR all in)
But my all-in costs include renting a beachfront condo in Ormond Beach, car rental, tips for strippers in Lollipops and so on. I consider that a bargain.