Is it permissible to pray at home, and is a Muslim sinful for being unable to perform the five daily prayers in congregation at the mosque due to the absence of mosques or insecurity, which leads him to consider returning to his country?

Congregational prayer is obligatory for adult men. According to the preponderant opinion, a mosque is not a prerequisite for its performance. So, if you find someone to pray with you in congregation at your home, you have fulfilled your obligation. If you have a valid excuse for not attending congregational prayer at the mosque, such as fear for your life or property, or if the mosque is so far away that you cannot hear the call to prayer, then there is no harm in you praying individually at home. This is based on the Prophet's (peace be upon him) saying: "Whoever hears the call to prayer and does not respond, there is no prayer for him, except for one who has an excuse." The excuses are fear or illness, and fear includes fear for one's self or property from a ruler, a thief, or others.