Don't know anything about ATP, did all my training at a small flight school many many years ago This can be difficult depending on the type of instructors they have. Recently a friend of mine has been working on his private and he is on his 4th instructor! The last one left without any notice - be wary of this type of school. I was lucky, I had a different instructor for each rating but thru the whole rating. Provided a nice diverse training background.
I can tell you a lot of the pilots that interviewed the day I did were from ATP and they seemed like a sharp bunch. I managed to go from 0 hrs to a CFI in less than 2 years and i was working full time and pursuing 2 different degrees simultaneously. If you have a real love and longing for it, you just know. My point is you can get thru the ratings quick if it's something you truly want! 39 is not too old to start, but don't be deluded into thinking you will a 767 captain for Delta when you retire, that is just not enough time (I am 39 as well), but strange things have happened in this industry!