I hate to say this but my dad came to the UK in the early early 50s from Italy which was in a terrible state after the war and he never really felt at home in the UK.
He thought this was a wonderful country, was incredibly thankful and grateful to have come here and always said how he would never have been as successful in Italy after the war. However despite living here for 65 years (he moved her aged 21 and died aged 86) he never really felt at home here either, not truly.
He wasn't really truly at home in Italy either when he spent time there, which he did a lot after retirement. I think this was an constant source of sadness for him.
I think this is incredibly common for people who move countries as adults (or even as young teenagers). There is often a sort of longing for "home" that never truly goes away. Some languages even have a specific word for the feeling.
When people post on here asking about moving to other countries I see many people saying how exciting it is,how it will give more opportunities etc , most of which is very often true but like many things in life, it come at a price, a quite painful price for many people.
This sense of not truly belonging in one place (or another) is not a problem for some people, but for others it is a source of real sadness for many.
I think what can help is to find other people in a similar situation, so others who have moved and who may feel similarly to you. Also to accept in some ways that a true sense of belonging to a place is not always achiveable if you move a long way away but that there are compensations (assuming you moved for good reasons)