I think you just have to think positive. My general impression is that if you manage to get a atpl then eventually a job will come along. As you say, sponsorship is a long shot and self financing will get you into large debt but these are the risks you have to take in this game. I am in the same kind of situation as you, I'm doing my PPL at the moment but don't really know whether I want to go the whole hog and try and make myself a new career (will cost me alot of money and I don't know if I'll enjoy flying as much if it became a job rather than a hobby)
Not really an answer to your problem but just my thoughts.
Regards,
Simon