I think you would be smart to take advantage of what you can do where you are. If you cannot own and carry a gun, then take the best MA training you can find locally and make it a part of your self-defense strategy.
IM(NS)HO, self-defense is a layered system consisting of situational awareness and several, if not many, possible responses depending upon the situation. Hopefully you will get back to the states sometime soon and possess some physical skills which supplement your gun-handling skills.
Good luck in whichever system you decide on. I hope you let us know how it goes.
"No matter where you go, there you are." Buckaroo Banzai