I am an Ethiopian and our company has financed a training in London for 5 days. I tried to apply for the short study visa but the school I will be taking the training at does not have accreditation listed on the UK website as a requirement. What options do I have?
If the training you're going to receive is immediately work related (and why else would your employer pay for it?), then it's a permitted activity under a standard visitor visa:
23 Employees of an overseas company or organisation may receive training from a UK based company or organisation in work practices and techniques which are required for the visitor’s employment overseas and not available in their home country.
See the Visitor rules, appendix 3, paragraph 23.
When putting together your application, follow the documents guidance for business visitors rather than students -- work-relevant training is a business activity, not studying.