Not directly. But

My Autism is actually a bigger issue. Allegedly Australia/NZ have regulations on disabilities, which I'm not sure how much being on the spectrum would affect

More importantly... One needs a job/education to live in somewhere like the EU (the few non-EU European countries almost all have equally or harder visa requirements). Education still costs lots of money for non-EU folks, and job market isn't particularly good in EU. So having depression, which makes getting/keeping a job harder, certainly don't help...