I don't think, in your circumstances, that you would be accepted for immigration in Europe. Europe, like all first world countries, uses a point systems. The more points you get, the more likely you are to be accepted for immigraiton.
Here are things that give you points.
1. Millions in the bank that ensure you won't be a burden to the state.
2. A willingness to open a business that employs other people (and the funds to do it).
3. A rare qualification like a doctorate in AI or something.
4. Being famous in one of the arts.
5. Being under a certain age (generally under 35).
6. Being able to speak the language.
Some things are given greater weight than others. If you get a 100 points, then one is accepted for immigraiton.
I disagree with you about countries in South America. Some certainly have high levels of violence in terms of drug cartels, but that isn't everywhere. Some countries have an excellent levle of education, and while one will struggle to find work there that pays if one doesn't have a qualification, the same will happen in Europe. In fact, Europe will be even more difficult.
All those stories about how good life is in Europe don't tell you some pertinent facts - those people are highly educated, in good jobs, and probably had rich parents. They could meet the costs involved. Or they had citizenship through one of their parents.
Even with citizenship, it is not easy. I am a German citizen, although I never grew up in Germanyu, and I don't speak German. I battled for three months to get help from the State. I was treated like a pariah, and I eventually left. I went to Portugal. As an EU citizen, I should have had immediate health care, gotten my documentation in days. In fact, nine months later, I was still nowhere.
On the other hand, in Ireland where I am now, which is 20% more expensive than the States, everything has been a breeze. I simply got lucky, and I had sufficient money to pay the $10K for the first month in hotels. There is no housing in Ireland. Even the locals can't find a place to stay. I'm paying $1500 per month for a two bed cottage in a small village. And I'm very, very lucky to have gotten that.
I doubt that a school bus of young Americans disappeared in Mexico a few years back. They most certainly weren't American. Compare that with the numbers of school kids that are killed every week in America.
For the record, America is far more violent and has far more deaths than Mexico. Mexico is a lovely country, and if I hadn't had a European passport, I would have attempted to settle in Mexico. In terms of violence, on just about every score, America out performs Mexico.
I would give it serious thought. The Mexicans are a lovely people, their dental care is cheap, the cities are lovely, and it's considerably easier to find work. Oh, yes, and the food is wonderful.
https://www.nationmaster.com/country-info/compare/Mexico/United-States/Crime
