OH! Somehow I switched that around, to US from another country - doh!

If you are a student abroad, then get yourself connected to some of the other students in your program. I was most certainly depressed when I studied abroad - it was so much harder than I expected.
I found that going to an American-language (vs. British) church gave me a place to connect to other expats. My roommate and I sort of suffered together - we are still great friends over 20 yr later. And if this is a work assignment, stay in touch with friends at home, connect with the new people around you. Don't be afraid to say "I am still adjusting to living here!" Until you find a therapist, the connections you make in your new location will help sustain you.

There are US-based therapists who do sessions via Skype - in major metropolitan areas like Boston, NY, LA, Seattle, San Fran, Dallas, Chicago, DC, etc, you can look at listings for those areas. That may work well for you if you are in a place where the language may be a challenge.

As for the stigma on therapy where you are - hey, give yourself a break! YOU know it's a perfectly normal thing for a person to do, just like seeing a dentist or taking statins -- you have to take care of yourself in the best way you know how.