Planning to quit the internship I am in to focus on the online master's that I'm doing plus prepare for the GMAT

I want to desperately escape my country and I'll be aiming for Canada as it's easy to migrate there. This is my 5th internship at a fortune 500 with no scope for a full time job. They have infact recommended me for an 8 month contract at an even better firm, however that is in marketing. Unfortunately I don't want to stay in my country Anymore and in the past have lived abroad for 5 years. An unfortunate event day before made me consider my decisions again and I thought about moving in with my parents at 25, completing my online master's in data management from UIUC in the next 6 months and move abroad. I have no support, no friends, no one who could guide me hence im looking for some advice. 

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