Studying for the ATPL law exam is simple.
Download the syllabus from the CAA website. AC61-7.
All of the questions come from that syllabus.
Answer all of the parts of the syllabus. All of the syllabus comes from the rules and regs that can be found online on the CAA website, or some can be found in the NZ AIPs.
After you have answered all the syllabus, then you have the answers for the questions from the exam. Memorise them and you are good to go.
As for the flight test.... it is super expensive. You will need a type rating on the type of aircraft that you will use for the flight test. That is not cheap.
You are looking at at least $10k for the type rating.
Flight test will also set you back around $10k.
Unless you are looking at a command position straight away, a different approach may be to convert your CPL instead. It is the same story as an ATPL, but you will only have to do a CPL flight test, CPL law (Studied in the same fashion as ATPL), most likely an IFR check ride as well (Not 100% on this, but I don't think it transfers over with the licence)
Then take the time to write your ATPL exams here in NZ while you are working. Air NZ will then help you sit your ATPL when it is time to take a command upgrade.