Five minutes after winning the presidential election of 1904, Teddy Roosevelt vowed not to seek re-election in 1908. Six minutes after, he regretted what he had just said. He tried to return in 1912, but failed and regretted his hasty decision the rest of his life. Why do I mention this? Because whenever I feel like I'm in a difficult situation (not all that much different from yours), I promise myself not to pull a…
I also feel your pain on immigration issues. That was at least part of the reason why I had to do things the long way.
You can make progress while employed. Be disciplined about it, be smart in how you work, and above all don't give up.
Most of my good tips are here:
http://www.kalzumeus.com/2010/03/20/running-a-software-busin...
At the end of the process you'll have a company (successful for some definition of successful), a green card, and an excellent base from which to plot your takeover of the world. You might be surprised to know that at 28 or 30 or 32 having a successful company still makes you a huge anomaly among everyone you know. The discipline you learned while working will help you hugely, too, if you can maintain it.