The Gravy Train is running at full steam in America right now.

In a few days' time, the PGA Tour's FedEx Cup reaches its climax at the Tour Championship in Atlanta, where a $10 million cheque awaits the winner. Rory McIlroy, with three wins from his past four events, is the red-hot favourite. It is the kind of thing every aspiring player wants to be part of, the kind of thing they all dream of.

But the scene last Wednesday at the Roxburghe course, set in rolling Borders countryside a few miles from Kelso, is far closer to the mundane reality of professional golf. There are no television gantries, no scoreboards, no sponsors and next to no spectators. The few who have huddled on the mounds by the Roxburghe's sweeping fairways are mostly close friends and family of the players, doing their best to bring hope to an event where an atmosphere of hopelessness prevails.

This, to give it its full title, is First Stage Section A of the European Tour's qualifying school. At stake, ultimately, are full Tour membership privileges – in short, the right to tee it up with the big boys – but another two hurdles must be negotiated before a player gets his hands on the coveted card after the Q-School final in Spain at the end of November. More than 700 players hand over the £1350 fee to enter the process at this stage – others are exempt until further down the line – but only 25 will emerge at the other end.

If anyone ever forms a society for the prevention of cruelty to golfers then Q-School will be the first thing they get rid of. It is prolonged, agonising and, on occasions, viciously cruel. A moment's misfortune, the kind of thing that would be shrugged off in any other event, can wipe a year off a player's career. Yet those who have come through Q-School successfully, which is to say the majority of players on the European Tour, defend the rite of passage for the way it sorts out golfing men from golfing boys.

The 35-strong entry list at the Roxburghe is eclectic in its make-up. There are the expected wannabes, a few all-too-obvious never-will-bes, and, most poignantly, a tranche of used-to-bes who have tasted life on Tour before and want to get back out there.

Barring Ted Innes-Ker, the son of course owner the Duke of Roxburghe, the player with the most noteworthy pedigree is Zane Scotland, and not for the fact that his aunt, Baroness Scotland, used to be the Attorney General. In 1997 Scotland won a Sky Sports competition to find Britain's answer to Tiger Woods, and two years later became, at 16, the youngest Englishman to qualify for The Open. He turned pro in 2003 and had a couple of years on Tour, but he never came close to fulfilling his early promise.

Scott Henderson had a similar trajectory. In 1996, the Aberdonian, then 26, gained his Tour card at the fifth attempt at the end of a fraught week of final qualifying at San Roque in southern Spain. He then had a remarkable first season, finishing 42nd on the money list and winning the Henry Cotton Rookie of the Year award after a succession of impressive results. But then things stalled and he dropped off the scene. According to the official figures, this year marks his 16th visit to Q-School.

"Far too many," the 43-year-old Henderson smiles. "I was close to not doing it this year. It was only a week before the closing date when I put the money in. There's a rumour that they are going to change the format next year so I thought I might as well have a stab at it.

"I've been a bit off the ball for a few years now. But you try hard and you still work on your technique and hope to get it right. But it's a hell of a game, a tough game. The top boys make it look easy, but it's not."

Henderson has just signed for a round of two-under-par 70. "I was four under with four to play but I three putted twice," he says. "But that's what happens. It's one of those games I'm afraid."

A jobbing pro for the past decade, playing mostly Tartan Tour events, Henderson has long since learned to be sanguine about the game. "It can be kind to you one day and absolutely hammer you the next, but that's just the nature of the beast," he shrugs. But at Q-School the beast has a habit of showing its most sadistic side.

"I think it was in Montpellier in '95 or '96," Henderson recalls. "I had hit my ball down the middle of the 16th, over two cross bunkers, but then I couldn't find it. It should have been right in the centre of the fairway, but there was a little drainage hole there, about 2 inches in diameter, and that was where it must have gone. I had to go back and re-tee it, and I missed out by a couple of shots."

Neil Fenwick is at the other end of the career spectrum from Henderson. The 24-year-old began his working life on the books of Dunfermline Athletic and sat on the bench at a handful of SPL games, but was released when the club were relegated in 2007. At which point he became a club pro at Dunbar Golf Club, learning the basics of the business before trying his hand as a tournament player last year. Fenwick made it to the Q-School's second stage in 2011, and his enthusiasm is undimmed.

"This is my second crack at it so I just hope I go a bit further," he says. "Some people find it a really pressurised situation, but I'm at the start of my career, trying to get there, so I actually enjoy it. It's pretty nerve-wracking, a strange sort of atmosphere. You are trying to hit this invisible number, and you don't have to win it to get through. But it's a good atmosphere as well."

It was better still for Fenwick on Friday, when he carded a fourth and final round of 74 to finish seventh in a field from which the top nine players and ties go through to the second stage in Spain. Henderson shot a round of 73 and also made it through. Banchory's Greig Hutcheon, another former Tour player, bogeyed the last and missed out by one shot.