Hi Ben, to answer your questions:
Will it make sense for me to continue my Masters in UX design in the specific country and working on my portfolio while at school or should I just intern at an office with self learning?
For international people, the hard requirement for working in another country is a valid working visa, which can be typically acquired by getting a job that meets the salary bar. However, in a popular country like the US, you’ll likely have to go through the lottery drawing process even the company decides to hire you. As a result, most employers wouldn’t bother hiring foreigners unless the candidate’s skill is absolutely irreplaceable in the market (less likely for a UX designer). This is why many people, like myself, decided to first get a Master’s degree to be able to get a valid working visa after graduation. More info see this answer.
Other than the working visa, these are benefits I see in terms of getting a UX Master’s degree.
Can I also have some recommendations of countries which are supportive after the course completion in terms of working since I don’t have plans to move back to my home country.
This depends on what you meant by “supportive”. Take the US for example, the benefits are that it provides the most job opportunities in tech, and getting the work visa seems attainable. The downside is that you’ll likely face a fierce competition in the UX job market. For European countries, the main challenge I see is the need to master the local language if you want to build a UX career in long term. I recommend talking to international people who are already working in your target countries to see how they went through their path.
Some advice on getting scholarships
This question is very program-dependent. Usually the scholarship info is available in the program’s website. These are other ideas in terms of budgeting.
Some advice on starting my portfolio
Check out this article and this response.
Lastly, just wanna point out that I’ve seen quite a few architect-turned-UX people in the field. I feel the training of architecture is usually very solid in a traditional design sense. Switching from architecture to UX is definitely doable in a shorter period of time comparing to people with zero design-related background, so you are at the advantageous starting point.