There must be some cheaper accountants in Cyprus. It sucks getting bad advice from your accountant or lawyer, it's a good idea to at least give a quick read to the relevant legislation yourself. Especially the double-taxation treaties that apply in your situation.
I am not sure if you can file taxes without an accountant, but be prepared to pay through the nose for one. Both our lawyer and our accountant also gave us bad advice, like telling us we needed to register for VAT (we didn't), just to get more money out of us. A year later, the company owes the lawyer and accountant more than it ever made, without us ever seeing a single cent.