Advice on getting out of a red state

So I’m a nurse and my spouse is a counselor. We live in a very red state. We were looking into Canada but we don’t have a ton of savings that would be required ($18k for federal skilled workers). There’s no way we could save that much in a timely manner, on top of all the costs of moving and fees. Is it reasonable to think of moving to blue state instead? We are thinking MN. It’s the closest option to us and we like the northern climate. I feel so stressed about the state of things and maybe it would feel a tiny bit safer with a local government that gives a shit. Anyone else go through a similar process?