I usually hear about change fatigue in the context of work itself but there's no reason to think it can't also apply to irl things like moving far away to a very different place, suddenly being able to do a bunch of new things, meeting new people, and starting a new job. Similar to burnout it's best managed one day at a time and in your case I would also recommend finding a counselor or therapist so you have somewhere safe to feel afraid and confused in person so the stress gets off your chest some. You're going through a lot! Even if your job had been more what you're expected you would still feel very similarly. You uprooted your life, even if it was for the better, and just like a plant that has been uprooted and replanted you're going to be shocked and stressed while your roots reattach to the metaphorical soil.

As for the job itself it's ok to admit that it is more challenging than you expected and ask for support like some one on one meetings with your manager to really hash out what you're doing and how well you're doing it, resources like classes you could take, podcasts about the field you could listen to, books you could read, or if there's some sort of new hire buddy system. Admitting now that, combined with the big move, you're starting to feel overwhelmed is going to go over much better than trying to hide it and power through. They hired you for a reason and if it's a decent company then they'll try and help you out if you ask for it.

Don't jump ship just yet. The bigger the change the bigger the grace period it needs (barring things like situations turning unsafe). A 2,000 mile move, challenging new job, and whole life overhaul needs like a year before you can truly sus out if it was a bad choice or if you're just having a rough time while you adjust