Moving
Moving from one country to another is by default not possible. However, in the worst case, you can send an application to the Terra-Xi High Council, and you might be permitted to move to another country. Bear in mind, though, that you may not choose your new country freely, it will be randomly chosen by the Terra-Xi High Council.
This means that your new country can be a better place to live, but it also means that you may have entered an even worse country. Getting along with even more new people can be daunting, but if your current living is really that bad, you might have good luck and come to a country where you fit in better.
Moving to another country does not come without a cost, however. You will lose all your facilities and base defence units. These facilities are the ones that you build on the Construction Yard, and is also the ones that give you the ability to build weapons, armor, and additional units. Resource units (Reapers, Refineries, Reactors, Silos, and Vaults) will stay intact.
Because of the huge price it costs to move to another country, it is strictly recommended to move as early as possible, if at all. If you are able to stay where you are, that is recommended over moving.