Thanks for your question, but your options are extremely limited.
You would not be able to form a company in an attempt to sponsor yourself, this would not be a genuine spnosorship visa for the purpose of a Tier 5 Government Exchange visa. The home office would reject the application for sponsorship because the company is essentialy connected to you.
The most obvious option (assuming you do not have access to £200, 000 gbp for investment in to a UK business) would be a Tier 2 general visa. This is a work visa whereby you are sponsored by a genuine employer who is a licensed sponsor of tier 2 migrants.
You would have to first find a job offer from an employer willing to sponsor you for this reason and then meet the other eligibility critiera:
Unfortuntely, you cannot switch to this visa from within the UK on your visa and so you would have to leave the UK to apply for it from your home country:
I am sorry that your options are thin but would be grateful if you would leave feedback leaving the stars at the top of the page.