Since you mentioned living in a compound and not being able to take long walks, I'm guessing it's Saudi Arabia or something similar. If I were you I would stay there for awhile, not necessarily 4 years but at least another year or two. I would try to have as much fun as possible while traveling on vacation. If you're in the Middle East, you are pretty close to South East Asia and not too far from Europe. I would try to take some unpaid leave/sabbatical or negotiate a longer vacation if the current paid time off is not enough. I would also make friends with other single expat guys and see if you can travel together.
What's good about your situation is that you don't have to decide right now. At any point if it becomes unbearable you can just give your 60 days notice and leave.
I was thinking something similar, you’d have to be in the Middle East to feel so isolated. These jobs are a bit tough, financial goldmines but the personal life can struggle immensely, although those compounds have everything except tons of other singles. I guess reading your post and making a quick judgement, I’m seeing unhappiness following you around and your solution is to change things up, but you still stay fundamentally unhappy. I’d like to see you challenge yourself to make it through these 5 years. First, find a counselor or therapist and start working on your sense of happiness, self and depressive thoughts. This work will come in handy throughout the rest of your life. Second, turn this into what it is, a once in a lifetime adventure. You’ve got the money, live a bit. Take holidays, travel to other parts, learn new languages. Can you have any pets? You’d be surprised what a cat or dog will do for your peace of mind. Cats are actually great cause they can look after themselves. In the meantime, connect with family and friends, call or FaceTime them more often. Have them come and visit you. Try fun stuff, things you’d never thought you’d do. Again, this all might mean releasing a little bit of money, but you can do that safely. Now, if you try all of that and still hire in an unshakeable funk, then sure, move again but be aware of your patterns repeating them selves in the new environment. I think though if you challenge yourself now, you’ll have tools and resources that will help you wherever you go, whenever you’re ready for the next adventure.