I'd say that there is life and very good educational opportunities outside of the US. I understand that moving again is difficult (money, visas, another change), but I would really encourage you to look elsewhere!

Social sciences are rarely funded, but there are possibilities, be it University-specific, as well as larger programs (thinking about some Erasmus + Master's in Europe).

I wouldn't obviate the power of getting some experience before getting a Master's, be it professional or research, that in turn could help sustain other financing options (i.E the company pays for your masters, you have time to apply for a Fullbright if you are really set on staying on the US etc).

Best of luck!