Yes to the latter, no to the former. The states with the highest savings rates are Connecticut, New Jersey, Minnesota, Massachussetts and Maryland [1]. Only Massachussetts is a top-five COL state [2].
> then after living at the center of everything for 15-20 years be mentally prepared to move to “nowhere”
This is the real hurdle. Ultimately, however, it's a choice. One chooses to work harder to access a scarce resource out of preference, not necessity.
[1] https://en.wikipedia.org/wiki/List_of_U.S._states_by_savings...
[2] https://en.wikipedia.org/wiki/List_of_U.S._states_by_savings...
