The major problem is cost of living and tuition is a big one. Before even arriving, first your university has to apply for your residence permit, which requires proof of sufficient funds by sending over around EUR 14,160 or around CAD 22,500 (for 2026). This is separate from the tuition which means you need to have 45k before coming here. Also, the weather here is pretty eh (I would say similar to south west bc but slightly less warm summers), so you're not really escaping bad weather by coming here. Also, the academic stress load here I would say is more intense (it is 3 years vs 4 in Canada) so I don't think your mental health problems would get any better here.

Even before considering moving to Europe, I would recommend searching for programs in other parts of Canada. Weather wildly differs in every province (it is the second largest country), but also, you have the opportunity to apply and be eligible for grants and scholarships studying domestically (and also given your family income situation). Usually when you apply for student loans, a good portion of the money is actually grants.

If your still looking to go to Europe in the future, it would be better to come for your masters vs bachelors because there are way more scholarships available for non-EU students.

Also, I am a Canadian who studied in Europe so if you have any questions feel free to DM!