Would changing environment help or hurt with someone who recently developed GAD?

I have a relative who recently developed GAD. We don't know what triggered it, as there are no stress points in his life. He is retired in his mid-60s, but in excellent physical health. He has worked his entire life in the government sector in a drama free role that would compare to watching paint dry. He collects a good government pension and has a wife had a successful business and money is not a concern.

After not sleeping for more than 2-3 hours per night for over a month, the doctor placed him on venlafaxine. It doesn't seem to help as he is still acting very depressed and couldn't sleep at night. A group of friends recently asked him out for lunch, and he became extremely stressed out over this pending activity, and had to fake having a flu to get out of it.

Him and his wife are "snow birds", where they would leave the brutal Canadian winters to go somewhere warm. His wife believes leaving the cold Canadian climate for a long-term stay Hawaii could help him. I on the other hand agree that Canadian winters are brutal and depressing, with even regular people developing SAD (Season Affective Disorder), but I am concerned the need to travel to a new location would worsen his conditions.

Looking for thoughts or comments.