I've a pretty good financial status here, I'm a contractor/consultant with a nice local network, I own a home and enough savings to last for several years without working. All my family is living here and leaving them would be pretty sad. Those are the things delaying my decision to move to some place in Europe (I've Italian citizenship) and start a new life there with my wife and newborn.
Have you moved to another country? What was your experience? Did you move with a job lined up?
I suggest you would totally avoid Italy due to very high taxation, but most of all a huge mandatory pension rate if you are a sole trader that is well known to give you nothing back: the rate was over 27% had to become almost 32% but fortunately they locked and now lowered to about 26%).
U.K. is much much better (taxation is human, and the best of it is that you know very clearly what you do have to pay, it is all written very clearly on the gov website): it is harder to get there after brexit, but I still strongly suggest it.
I would give a try to Romania, Malta, Portugal.