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It depends on the country, but many are just time based. We moved by getting work and education visas and are renewing them until we can apply for residency, then citizenship. Luckily we’ve been planning this for over a decade and we had managed to save up and plan… I’ve personally seen several people try to do the same and had to return to the US for financial reasons. It’s heartbreaking.
We already did, to New Zealand. Education visa to get a PhD my partner had been eager to get, followed by work visa and/or resident visa. Few more years and then permanent resident then citizenship.
We’d been saving up/planning for a decade because we wanted to leave anyway, the environment that gave us Trump only encouraged us to leave. Years later and I’m still 100% convinced we made the right choice for us.
I suggest finding a culture that fits yours, making a very detailed budget, exploring all the options for visas and plan for future visa extensions/applications, and making some sacrifices to get where you want to be.
Lots of EU countries have generous options if you have lineage, I’d start with that as getting into one of them gets you into all of them eventually.