Most of the schemes that provide training grants don't actually pay you - they pay for your training. You would go to work 4 days and College (or similar) for 1 day. Your training would be free (paid for by the grant) - most employers pay their employees for the full week as they are usually getting the benefit of the training.
If your employer is only going to pay you for 4 days, I don't think you will find anywhere that will actually give you money to train so that you end up with the equivalent of 5 days pay!!