Well... I think if you'd like to try living in another country that would be great!

(I've often wished I had done it when I was young.) However, in my experience, problems simply follow you wherever you go.

So personally I would be inclined to doubt moving to another country would really solve anything. I think the basis of self-esteem is to be able to accept yourself just the way you are. And you can work on that wherever you live. Here are links to a bunch of articles, from PsychCentral's archives, that offer tips on how to build self-esteem, the first by our host Dr. John Grohol, Psy.D. plus an article on how to build self-confidence:
6 Tips to Improve Your Self-Esteem
Tips for Building Self-Esteem
Self-Esteem Struggles and Strategies That Can Help
How to Build Self-Esteem | Mental Health Awareness
7 Tips to Raise Your Self-Esteem and Keep It There
https://blogs.psychcentral.com/culti...e-self-esteem/
https://psychcentral.com/lib/12-simp...-esteem-today/
https://psychcentral.com/blog/how-to...th-resilience/
I wish you well...