Everywhere you go, there you are.
I have met a lot of travelers over the years and honestly the ones that burn out and turn to drugs are the ones that wanted to "Disappear for good" or "Get away from it all" without any thought on how they were going to first take care of the problem in front of them. Never ever in any experience I have seen has anyone's problems been 100% external, and trust me, trouble, or what you're trying to avoid, will find you. Now do you have the strength and mental fortitude to get through it on the road? You just said you have little survival skills and are looking for a place with no winters. But the problem with that is then where will you go? The furthest south and the warmest place you'll find in the states are the Keys, and sure, you can squat The Keys. But do you know how to dumpster? Are you willing to work for food? What does your current budget account for? Can you learn how to fish? Can you live off of a diet of just fish? What will you do when the locals have run you off their island because you've been home bumming too long? Can you handle the heat and humidity of the Summer? There are a lot of mosquitoes, and I mean a fucking lot of mosquitoes. Can you handle being bitten by mosquitoes? What happens when you get sick normally?
So my advice to you, my dear, is this:
If you are settled, find a way to seek a therapist. While you are ironing out what is making you want to disappear for good work on survival skills and save up money. THEN decide what you really want to do.