In my case I officially rent a very cheap place in Sofia, Bulgaria's capital (< $100) which I don't use much, and travel a lot to other places (even within Bulgaria, as it's so affordable, so I actually do end up spending a good chunk of time there anyway though).
As a nomad, all you really need to do is make sure no other country has any claims on your tax revenue. Conditions varies - and it may be a good idea to not even own property in some countries. But mostly as long as you don't spend >50% of your time in any other given location they won't consider you liable to pay taxes there.
Note that Bulgaria of course does not have any complaints about me paying taxes in Bulgaria, regardless of whether I'm there or not. I'm basically just giving the tax money - this would probably be different if I wanted, say, citizenship, but that's a different issue.
Hope that's helpful.
Therefore such tax optimisations won't work if you can't actually move to the other place and I guess for 99% of us it's not worth the hustle even if it allows you to save much more.
Considered by whom and for what purpose? Bulgaria certainly aren't going to complain if you start declaring your income as arising there, for example via a Bulgarian company.
Much more important is where any other country who might have a claim on your tax think you are resident, and if you manage to not be resident elsewhere, you're doing fine.
FWIW, some of the other low tax jurisdictions in Europe actually do audit expats living there, to ensure they are actually spending time there. I know Monaco does.
What is it you think would be illegal? You appear to be pretty confused between "liable to pay tax", "resident enough to convince your home tax jurisdiction that you're no longer resident there" and "resident enough to qualify for citizenship programme", all of which are quite different.
first rule and most important one... never F the tax-man.