You are in luck because there was a presentation on this topic at last year's AskHistorians conference! /u/Irishpatobie gave a talk titled GILDED MISERY: RECONSIDERING EMOTIONS AND COMMUNITY DURING THE AMERICAN REVOLUTION about Loyalists in exile.

See also What Would Life Be Like For a Loyalist Before, During and After The American Revolution? with an answer by /u/TRB1783.

Neither of these should dissuade anyone from writing a new answer in this thread. There is always more to be said.

EDIT: Click here to learn more about this year's online history conference, which will be held in late October.