It will never happen and shouldn't even be discussed, due to the left-leaning of all those nations except Poland and the "red" U.S. States. There are too many welfare dependents in all these nations, too many muslims in Europe and too many atheists in the U.S. to allow a new country to succeed. The red States and those who migrate to them would have to secede from any such conglomeration. Let the Crown and the rest of what used to be the center of Western thought and Christendom sort out their own liberal fascist troubles.
Are you series?
It depends how bad things get. If things are bad enough, people will accept it. Google “burning platform”.