cecie: You can’t buy the sovereignty on the land. Even if you had a lot of money, any country poor enough and desperate enough to consider your offer might just steal your stuff after you moved in.
Negotiating the right to bring in weapons to defend yourself in this kind of scenario would be even more unthinkable, and would spark international outrage that could prevent you from trading with other countries.
To be clear, it’s not that there’s a global dictator who prevents new countries from popping up; but every potentially useful part of every land is under some system’s control, and all of those systems would refuse you the chance to set up your own alternative system, for very similar reasons.
visitor: So there’s no way for your planet to try different ways of doing things, anywhere. You literally cannot run experiments about things like this.
Technically speaking, there is a large chunk of unclaimed land in Antarctica which nobody has sovereignty of. Antarctica isn't the best place to be, but it's at least Possible to colonise by this stage. Not easily, but possible.