I'm in the same boat, Max. I'm really not happy with where my career is going and almost certainly would enjoy living someplace less crowded, but I don't know how to make that change given my social anxiety (which tends to make interviews hell) and given how easily I get discouraged.

I'd definitely take the interview, you've got nothing to lose by doing that. If you get the offer and decide to take it, you could set a deadline for yourself, like say December 1 2018, where you decide to move by then no matter what. Of course, the hard part is sticking to that, but avoiding another Wisconsin winter would be good motivation. If you save enough money you'd probably be OK moving even without a job lined up, as long as you have a plan to find one relatively quickly.

Two years ago, I also quit a job because depression and anxiety made me completely unable to function. After leaving that job I went right into an eight-week mental health outpatient program. A couple months later I started interviewing again. While I don't love my current field, it is in high demand, so it was relatively easy to get interviews. I took a job that is certainly more interesting than my previous job, but still in the same field and same location. It was probably a good decision since I was still a mess at the time and I've managed to save a lot of money in the last year and a half. That said, I'm starting to feel like I'm in that "comfort zone" trap that you describe.