it's not too difficult to open an account in other countries; however, you're accounting becomes much more difficult if you do so. It only makes sense if you are big into it. You can always go the route of setting up a corporation in a tax haven and running your investments through there. The destination of choice is Panama as I understand it. I wonder how safe I would feel knowing my money depended on the Panamanian state though.

Your issue with TD Ameritrade is perfect for resolution through FINRA arbitration. If you are accurately relating the details and have not omitted anything, I would expect you to recover the full extent of your losses plus costs and possibly some damages.