Should we try to move or stay and see what happens?

We are a family of 4--2 daughters, one who is 14 and the other 11. I also have a son who is grown and on his own but we moved to the south in 2006 (actually since 2003 in SC) then since 2006 in Alabama. When we first got here, I had my girls in girlscouts since they weren't the sporty type. I had my youngest also in dance and she discovered she didn't want to stick with it. My older daughter made a few close friends upon moving to Alabama and so far only 1 has really stuck by her. The others have moved away to different districts. My youngest daughter is shy as well and I thought by us being here she would've found her way by now as she is in 5th grade but STILL she is having a hard time making close friends. She is in band and says she tries to talk to people but they don't seem to want to be bothered with her. She is beautiful, but is quiet. She is also very smart. I just don't know how to help her. We are all having problems here (upon first arriving, we were all sociable and fit in pretty well) but after a while, we've all become reclusive and I can see the depression setting in in all of us. My oldest is on medication for depression and also to help her focus for add. She is in advanced classes and is also smart. She also doesn't want to do what most of her peers are doing for example, attracting boys, thankfully not doing drugs, after schools sports, etc. She likes to go on her computer apps and play around there but as far as socializing, no. This scares me and I'm not sure why it got this bad. I'm starting to think it's the area we are in..probably because we aren't conforming to the bible belt southern traditional behaviors?? I was active in the girlscouts until another controlling mom (now the service area manager) has treated me terribly to the point where her daughter has appologized for her mother's behavior. To this day her daughter and mine are the best of friends and her mother always tries to find excuses to keep her from hanging out with her!! I don't get it...why people have to be so anal and mean!!!