I can feel your frustration bro. I have been there. Since you already said your parents are not capable of starting something big to you; i strongly recommend you to stay here. Here are too many opportunities here for everything, back in nepal we will be stuck in one thing and it will be hard for us.
I had that going back and doing something idea too but my educated, high earning ( not the ones who inherits from rich parents) suggest me to stay here.
Make paper go for visit, send money to them, talk to them keep their hope alive and show them u are happy ( even you are not). That way they will be happy too. Good luck brother.