Posting to follow since in the next several months I am also planning to move, almost certainly without a job. Our circumstances are different enough that I don't think I have a lot of advice to offer, but hopefully I will gain something from this thread!
I'm getting pretty sick of the advice I see repeatedly parroted, "don't move without a job". I see it everywhere, and I'm sure it's well meaning, but for a lot of people the only actionable way to follow it is to reduce it to simply "don't move". If your reasons for moving are compelling and your long-distance job search is fruitless, it's a frustrating message to hear over and over again. Especially if you have reason to think you would be employable once in the new location.
That said, as far as long-distance job-searching goes: how, if at all, are you addressing the issue of location in your cover letters? If you're not already doing so, framing yourself as a 'soon-to-be-local' candidate rather than them think of you as a 'long distance' candidate might make some amount of difference. Without good framing, potential employers might be worried that, e.g., you're job searching nationally and this new location might be far down a list of options, or that you might expect to be paid relocation, or similar.