(I have not started flight training)
Training is less expensive in Canada. It is particularly less expensive in B.C. than the rest of Canada (not sure why, everything else costs more). My flight school is full of Europeans here in B.C., for that reason (French, Spanish, Italian, German, British).
My suggestion is to complete your training and even ATPL here (much easier to convert to EASA once you have an ATPL - and, again, less expensive).
A job flying here does not appeal to me either. I hold a British and Canadian passport but unfortunately since Brexit I believe I'm only entitled to work in Canada and the U.K. now, rather than all of Europe
Hopefully this gives you some guidance.
Also - this is my first post but I've noticed an overall tone of negativity on this forum. I know several operators in B.C. who take low hour pilots right out of flight school - it's about networking and being friendly with all those you come across in the industry. It won't be glamorous or high paying but you'll fly a lot and build hours fast. The self proclaimed "realistic" people who tell you otherwise on this forum are not the people to be listening to.
Best of luck to you!