Smallholding can cover such a broad range and combination of activities on such diverse sizes and types of land/buildings that I can't see how one course could cover more than a list of options to look into

I would think about saving that money and taking a little time off the extra work hours to get some practical experience on a voluntary basis so you know the reality of what each of your top 5 ideas is. Or a top 10 if none of the first 5 work out how you think they might. It's a lot harder than identifying species of animal and plant and knowing the basics of crop rotation and I really don't believe an online course can give you what you would actually need to start.
Sorry, I'm a big fan of education and am enjoying some online free education to keep my mind active, but animals, land, weather, machinery, healthcare, parasites, they're not things you can do on a computer. Save your time and money and go visit local TAS members, attend agri-shows, think about what appeals and what might be realistic not just now but in 5 years when/if you have just got set up, and then in 20 when you're older and less well off than you were and need things replaced.
I think your best bets are practical and saleable skills - chainsawing, weed spraying certificates, fencing, JCB/tractor/forklift driving, trailer towing and livestock hauling qualifications, shearing, TB testing, sheep scanning.. whatever area you think you want to get involved in, pick those and pay for that piece of paper with a practical hands on training. Things most people need someone else to do or to help with and that you can do for yourself AND make a bit of external income from without the office job sideline.