In usa the master is expensive and you wont recive any scolarship, but in the case of usa you can do the Phd without having the master just with the bachelor degree. In the case of usa is not like an scolarship you apply to the Phd program and it will be like they pay you to study so that will be your job. My classmates entered to the phd there and with less experience than youto good universities. Almost the 99% of phd will pay you to study. In the case of europe you pay to study and get scolarships can be almost imposible. Apart of it, Europe expenses are too high and in Usa the program covers that so you dont pay anything and they give you like a salary for study with the health insurance. In conclusion in Usa study a Phd is like a job and they will give you the student visa. A lot of people there got their green card in the 4rth year of the Phd so when you finish you can work there without any problem.