IS the Lollipop Firmware not available somewhere to download?
There used to be a program called SUS (sony Update service) from back in the Ericsson days but sadly Sony pulled the plug on that sometime last year. You could then select any region's software vesion. I Used it to flash a Nordic version on my Xperia z so that I can get early updates and no bloatware! Easy stuff! No rooting etc required.
If you want to do it now it is a bit more difficult now...you need to root your phone so that you can change some device id number (imei number?) to another region's where the update is available so that when you connect your phone to pc companion it picks up that there is an update available. Too much effort......
Alternatively you can also do it all manually...pretty sure you will be able to find it over at the XDA forum site....but root is required and you have to flash it manually.