Ever considered moving to Saudi Arabia? From what I know, there are no taxes for foreigners and there's shariah too which you said you prefer over a government.
Anarchy (instead of government) looks good, but only ideally. Democracy appears great ideally. Dictatorship is also great if the dictator is a truly good person.
You need to figure out what's better. There's nothing "perfect". There is only something better than another thing relatively.
Now, anarchy which you think is great, is unfortunately a fail realistically