I have a PhD and I don't know what you mean by scholarships abroad. Do you mean PhD programs that offer a stipend? All reputable PhD programs in the US, UK, EU, etc offer fully funded PhD programs if you are accepted to them. I don't understand what would take so much time in researching them. It is pretty straight forward. In each field, there a group of PhD programs that are known to be top-tier, middle tier, and lower tier. Most people apply to a wide range and then see where they get in and how much funding each program offers. AFTER you are accepted and enroll, then you can also apply for fellowships and grants. But no one will give you those until after you are already in a program. Applying beforehand wouldn't make sense. So I'm really not sure which scholarships you're taking about that you are researching.

I know you want a PhD very badly, which is noble, but it is a LOT of work. It's not just a little harder or a little longer than a master's degree. It's like 20 times as stressful, 20 times as difficult, and you have NO time for yourself. Over half who start the PhD drop out, not because they aren't capable, but because the stress is just too much. If you already have mental health issues, I would recommend treating those before you begin the PhD. Unfortunately, most of the students in my PhD program who had anxiety and mental health issues had severe episodes while in the program, which led to either taking time off or dropping out. PHD programs are notoriously bad for handling student mental health concerns; they just don't seem to care and just want you to "get over it or get it." It should not be that way... but in many programs it is.

I also don't understand what you mean by independent researcher. That doesn't really exist unless you are independently wealthy. Research is so expensive that if must be funded by either Universities or corporations, so you work as a researcher for them. As a professor, you can propose your own research program, but it has to be appealing enough to land you tenure, attract funding, etc. and that is IF you can get one of the most competitive jobs in the world. Most can't. Most with a top-tier PhD and excellent publication record will end up working as a researcher for a corporation, testing what the corporation tells you to test. That is just the reality. I strongly advise you to talk to recent PhD graduates in your field to get a realistic understanding of the career trajectory before you begin.