Last year I tried to immigrate to some European countries (Germany, Norway, Czech Republic, Spain) without success. While I could ace the interviews with multiple startups and medium/big companies, none of them wanted to sponsor the immigration considering the lack of formal education. One of my coworkers suggested to get a business visa either in Czech Republic or Germany because these two countries offer a straight-forward paperwork process that only requires some money, generic documents and a translator. He incorporated himself, got health insurance, a long term rent, did some generic paperwork and in a couple of months he got the letter of acceptance from the immigration office.
I was going to do the same but in Germany, considering that 5 different startups were interested to hire me, I was honest with them and explained my situation and they were okay, but I would need to get the visa by myself. The German government has a visa called "Residence Permit for the Purpose of Freelance or Self-Employment" [1] the page explains very well what you need to get the permit, you can live in the country for two years (one year + renovate for 6 months two times), then you can apply for the blue card which grants you the same rights of a regular citizen.