As far as I remember there are plenty of climbers in Kunming, so I want to forward my question to YOU. Does anyone know of any climbing schools, training camps in the south of Europe and Morocco, where I could train with instructor and then continue climbing on my own? I would like to stay there for two or three months. Likewise, I'm looking for cheap & good options in Asia, but as I'm back in Europe at the moment I want to climb here.

Thanks in advance!

Check the National climbing associations in Switzerland, Germany, Austria, Italy or France.
These associations have lists of climbing schools and instructors that are the most professional and experienced.

PS: you NEVER go climbing by yourself. You always go with other people (people you know, who have experience and who you can trust).

Your life is on the line and hanging by a thread if you go for real mountain climbing.

Agree with Silvio about solo climbing, despite some of the great solo climbers.