I'm not in a position to advise, given a basically military background, but seeing as noone has come up with any suggestions I thought I'd throw in a few words of encouragement.
If you can keep trying for flying jobs while you're also working elsewhere to support yourself, why not keep doing it indefinitely?
The question to ask would be, am I prepared to give away my desire to work in aviation away, cut my losses and go for some other career path? If the answer's yes, well OK.
If not, then you'll always wonder whether you could have made a go of it.
If you can't get work locally, and you don't have ties keeping you in your current locality, travelling sounds like a top idea - go have a look somewhere different for months or years; why not?
As to where, others will be able to say whether a particular place sounds feasible with your background, but pick some places that interest you and question specifically until you get a picture of whether it might be a goer or not.
Obviously it depends how free you are to pick up and go, but if you haven't got any good reasons not to, why not think about doing the big overseas move?