Hello,
While I've never been in your situation, I think looking out for your own well-being and safety is an admirable and honorable reason to leave a program and apply elsewhere. I'm not sure if you're thinking of applying to any schools in the US, but all the applications I've seen here have a space devoted to explaining why you've chosen to leave your previous program (if applicable). I'm assuming this means that your situation is not unheard of and that schools understand this may be the case with some students. If you have a supervisor or advisor who you can get feedback from on the situation in confidence, that would be helpful. If you can submit applications while continuing your current program (just in case you don't get accepted anywhere), I say do it. There is no point in putting forth all the effort and sacrifices to complete a program in a place where you will not thrive.
I wish you the best of luck in your journey!