In my life I did move a few times and never experienced symptoms like this, and it definitely took me by surprise. Before moving there, we considered "just trying it" by renting an airbnb. But we figured that there is not much difference between "just trying it" and actually moving there because we were only two back then. And our company was just us + our desktop computers. So we did move, but we kind of forgot we were in test-mode in the process.
Budget definitely is not the issue to move places, but visa/covid/taxes are. It might also make my french tax non-resident status harder to get if I'm moving all over the place. But as you said, my top priority now is getting better.
It is not that hard to evaluate a country remotely.
Back in 1999 I picked the US as my destination country.
I moved to the US back in 2003 (as soon as it became possible) - without ever visiting the US prior to that.
I am happy with my country choice and never exited the US since I entered it back in 2003.
At this point, your top priority should be getting your lifestyle back on track. Relocating to another location without thoroughly vetting it could just make your problems worse.
If you're processing billions of dollars in volume and you're worried about taxes on the order of $500K per month, you should have plenty of budget to use for travel. Spend some time traveling and trying different locations. You don't have to move the entire company just to visit some place.
Never move to a different country unless you've spent significant time there and you know you enjoy it. People always talk about moving to foreign countries as a panacea, or describe the "ex-pat" lifestyle in glamorous ways, but the reality is that most of us are happiest being around friends and family and operating in places that we know best.