What do I need to set up a power consultancy firm ? And who can refer me to companies where I can get support?

First of all.- You can approach all the consultancy companies but too many of them collect,i mean you need to pay, but it seems to me that it is not necessary to get information from them, you can get the information that you need with your partners, colleagues, classmates, friends, family etc, just be open mind and ask everything to everybody.

Second.-  Support about what ? Nasa, Pentagon, CIA, really not, right, now a day we have too many tools such as internet, Phone, Cellular etc. and into the internet you can use too many ways to get almost all the information and support that you want, wish. and need  and i insist again also we have friends, partners, colleagues, family, teachers etc. Just leave all your doubts asking and that's it.

I apologize this is out of my field