You seem to think things through, so I'm sure whatever decision you reach will be the right one. And even if not, it's never too late to go back or set out later. Life has a way of changing things around, doesn't it? :)
But I would say, if you don't feel like you fit in and have tried and tried, maybe it's not just a bizarre occurrence. Maybe it's some part of the universe or God saying maybe this place isn't for you. I think so, anyway.
RE: Should you leave your country?