Could I begin my theological study before applying to a diocese to become an ordinand?
Yes, but you would have to pay for it, and it would not necessarily help your chances of being selected. If you were to go ahead and begin a course of theological study without a diocese sponsoring you (i.e. as an independent student), you could of course begin to develop roots in the city and diocese where you train. Sometimes people who do this and finish a degree in theology go on to be sponsored for ordination, but the process is not automatic and certainly not guaranteed. Much has to do with you as a person and your gifts. You should also be aware that the questions asked of applicants at selection conferences can become more difficult for those who have already done theology.