When you have big goals, you are often in process. This is how it has to be by mere definition, big goals do not happen quickly, otherwise they aren’t big goals. This "in process" time might involve some amount of risk, it might provoke a bit of anxiety, and it might produce a legitimate amount of doubt. All of this is completely normal. Very few successful businesses opened and then suddenly were worth millions with no doubt or side steps along the way. Very few people meet the person with whom they spend the rest of their life without "failing" with several others.
When being in process means any type of overwhelm, doubt, anxiety, or risk, remind yourself of the bigger goal. While it may sound appealing right now to go back to a place with very little risk where everything is safe, this is not what you wanted when you set the big goals in the first place. I can tell you first-hand, I would certainly be "ok" if I was still in Maryland, but instead I took a big risk with a lot of big steps and a lot of doubt, and now I reap the benefits every single day.
Generally, what you are doing at times like these when you feel anxiety and doubt is taking one or two data points and making them into a pattern. Just because you had recent setbacks does not mean everything you do is a failure. Recent setbacks means nothing more than you had recent setbacks. Any meaning you assign beyond this is your decision, and a decision that you do not have to make.
Follow the process to big goals. Remember you always get to write your own story. This means you choose which events are most important, and you get to choose the ending.