At this point, your top priority should be getting your lifestyle back on track. Relocating to another location without thoroughly vetting it could just make your problems worse.
If you're processing billions of dollars in volume and you're worried about taxes on the order of $500K per month, you should have plenty of budget to use for travel. Spend some time traveling and trying different locations. You don't have to move the entire company just to visit some place.
Never move to a different country unless you've spent significant time there and you know you enjoy it. People always talk about moving to foreign countries as a panacea, or describe the "ex-pat" lifestyle in glamorous ways, but the reality is that most of us are happiest being around friends and family and operating in places that we know best.