@xvccm,
Being frustrated and unhappy in one place, will give you the same emotions in a new place. Running away from one place won't make you happy in another.
I don't know where you live now and why you moved there, but I am sure there was a reason for it. Try to work on yourself first, if possible go into therapy, or group therapy as it's cheaper. Try to get into a different mindset and once you feel more comfortable with yourself then you make a better decision where you want to live.
Southern states might be warmer, but the political climate might be different and as someone who lives off disability you would have to research first, if the state you want to move to is giving you the best options. Disability payment differ from state to state, unless you receive SSDI, but you might be taxed and it's important what the tax implications are in the state you want to move to.
Dto. for healthcare. Living in a rural area in a more rural state won't give you as many choices if needed.
There is a lot to think about and when you're depressed, frustrated and unhappy, decisions are made strictly emotionally and that's not necessarily a good idea.
Good luck!