Strange that you did not know this going in... Even stranger that you first moved to the east coast and then to the west coast the 2 worst parts of the USA.

If you had moved to a non trendy area, in the heartland, (Nebraska, Kansas, the South) .. (excluding most of Florida) you would have skipped some of America's hellish aspects due to overpriced real estate. (However other bad aspects of the USA, the health care system, the gun violence, the over eating, are present in even in Mid America)
But you had lived in New York and LA before and knew what was coming... My advice is to go back to Denmark and never even think of returning.. This would be my advice to anyone else who has other options...