score:4
First question, where to apply. An embassy or consulate in the UK can handle your application if they agree that applying from South Africa would be an undue hardship for you. They have plenty of people who claim that their case is an exception, but it seems to me that you should have a chance to apply from the UK.
visa handbook, see section 2.8.
It would be interesting if anybody on this board has first-hand experience with this ...
Second question, payslips. I presume you had a bank account in Switzerland. If you still have it, don't cancel it yet. If it had regular deposits and withdrawals with good explanations, it helps to show that you are had stable finances during recent months.