I've just started my first consulting job via a friend I used to work with. I was 10 months unemployed, living in an exotic country, enjoying myself and building out my own projects. I only ended up taking the job because the pay was good.
Whilst I've been doing my own thing I've met a lot of 'digital nomads.' They all do interesting things and the stories of how they got there are all different. And if they don't like it anymore, they can stop at any time.
In short, there's other options than diving from a job that's burnt you out straight into a consulting gig.