From what I've heard, you do usually have to be a UK/EU resident or citizen in order to qualify for the stipend. At least, this was the case for Bristol University, where I did my masters. The department told us that anyone applying for a PhD from outside the EU would be responsible for funding themselves or finding their own sponsor. In fact, even some of the UK/EU students may have had to do this too as last year they had over 100 PhD applicants and only 6 stipends available!