I think the issue is you are trying to wedge PUA culture into a traditional society like yours.
Most PUA "gurus" come from Canada, which is a multi-racial society and where women have a good degree of emancipation. Most PUAs are active in Austin, L.A and NYC, which again are not exactly the most traditional and conservative of places.
You are trying to pull girls for one night stands in a country where religion is still a big part in people's lives and where I'm sure you get pretty frequent "crimes of passion" on the news.
Most of all, I think the problem is in your lone-wolfing, which is great (and admirable) when it comes to so-called day game but is IMO counterproductive in clubs.
In traditional society people tend to go out in groups, not only because it's more fun but also because when you are having fun it's very likely you are more susceptible to get into trouble: a guy can get drunk and end up in a fight and get stabbed, a girl can end up completely drunk (or stoned) in the company of some sleazy douche. Your friends are there to make sure you make the most out of the fun and that you incur in the least of problems.
As for this myth of "grass is greener on the other side": this is in my opinion not true. I have travelled my fair bit and I have a bunch of friends who live abroad, and yes when it comes to brief affairs you will have an easier time in a foreign country, but in the end as soon as you get in a relationship guys and girls all act the same in every part of the world. This thread is proof of it: people from all over the globe, coming from different countries but with the same issues in relationships.
Poland is in my opinion not very different from the situation you describe, but I only know of Poland because there's a big polish community where I live, and of course people who are away from their own country tend to look at it with heart-shaped glasses. Guys are tough as nails and girls are very religious.
I think that's the reason why serbians fall so bad for your princesses, as you say. The club scene is chock-full of guys and girls who are into one night stands, but then who they choose for a long term relationship? the people they used to see in clubs? no, they go for the "good guy" and the "good girl", the ones who they believe will be more loyal and more controllable because they have less experience.
Your best bet is to find a group of guys who are constantly going to clubs and to get in their ranks. If you are able to not judge them on what they do, and you won't mind to get a girl you were talking to taken away right under your nose from one of them, you'll learn a lot. It's either that or going to a foreign country: if you feel "out-of-place" dating wise, I'd say this will recur in other aspects of your life. There's a lot of similarities between what you describe there and what I see here in Italy: people are generally social and outgoing and for them it's very difficult to relate to introverts and nerd culture. Unless you want to live in another country, there isn't much you can do to change the situation.
Thanks for taking the time to read my rant and respond! Been a while since then, not much changed but I'm not too annoyed by it.
It's not about religion, Serbia is more religious and it's different there. It's the shitty culture. Girls here feel like they have to grab a boyfriend and get married asap, small country and everyone's in everyone's business so she must be a good girl and retarded reasons like that. Pick up stuff isn't a problem, the "game" works as everywhere but the girls are never into one night stands and most are in relationships which is lame and annoying me, no easy way to solve aside from moving out of country as you said.
Also if it was just religion, Turkey is very religious too and according to some studies I've seen, they have most sexual partners before marriage from all European countries.
I don't lone wolf much, I can but here it doesn't work so I don't. I always go out with friends, have wing if needed etc. I just need to focus on having fun out at night and talking to girls and any results of that are side effect.
Anywhere I went has greener grass than here

from experience. I traveled a lot through EU and a bit to USA and it was much better experience. Here is just annoying. Let's put aside one night stands, you have to work hard to get a date, besides going through hell to find single girl, then spend shitload of money on dates, a lot of them, to get anywhere close to "making love". Or I can go up to Serbia for a month and have much different experience...
I've been to Poland, got couple of friends there and it is a lot better than here. I know and I'm not expecting polar opposite but you don't have to waste half a year on a single girl.
I don't care for long term relationships, I might one day but right now I'm not looking for someone to spend long time with, just want to go wild and get it out of my system, and we'll see how long that goes for.
What I am probably gonna do when I come back from Poland is buy a small apartment in Belgrade and go there whenever I can while still trying to achieve anything here but have all the fun up there

There's no real solution to my problem except to be assimilated into it but I'm just ranting, luckily I can travel whenever I want and will spend 2 years in different culture.