PLEASE HELP ME. In desperate need of honest opinions and help. Is it wrong of me to want to feel emotionally healthy and be with my family?

So I am 20 years old, roughly 6 months pregnant and my babys father is not involved, doesn't believe the baby is his and I guess wants a DNA test. I have had the toughest time and most stressful pregnancy. I lived in AZ all my life and my parents told me a few months ago that we are moving to Minnesota. Our house is huge and full of so many things, they think they are moving by the end of the summer but everyone I know thinks its impossible with how much stuff we have to move or give away to charity. Last month I began looing at school programs in Minnesota and found this "pregnancy care college" in St. Cloud Minnesota that helps young mothers, I thought this place seemed beneficial and something that would give me hope. My parents backed me up 100% and basically just rushed me to make this decision to leave to Minnesota \ early before they move, kind of like they wanted me to leave, but maybe im just being too sensitive. I came here thinking everything would be ok and realized its not. !st off, this place is NOT what I expected at all. This place is clearly for TEEN moms with absolutely no structure in their life which is the complete opposite of who I am. I am extremely hormonal and home sick, im crying and stressing almost every day here without my sister and parents, and I was just diagnosed with mild depression by my counselor here. Right now my heart is telling me to move back to AZ but my parents are telling me don't. im just so confused. is it wrong to want this?