Do you think it's a good idea to quit university in order to save up and move to a different province?
It might be a good idea, but it depends why. Is it because you don't have enough time for yourself or your job?
That's one reason. But most importantly my life is not where I want to be. I don't feel connected to my relationships nor with my family
You should do what's right for you. The right path for other people is not necessarily for you.
I guess I'm making the right choice then.
If you think you're making the right choice, then you should go for it. You only have one life, so you should do what feels right. You don't need to stay in university around people you aren't connected to just because other people do it.