Hi Richard,
what you should do depends on your personal circumstances I guess, are you married/partnered? Do you have kids, responsibilities, a mortgage at home etc etc...? If the answer is no - then going over isn't particularly risky. I emigrated to Oz when I was in my 20's, it took me 6 months to get a job which was frightening, but it eventually worked out, of course the return flight was very expensive unlike Gib where the flight is cheap so returning early isnt a big deal. Be aware that rental property is very expensive in Gib, 1 bed flat = £1k per month. We have rented a flat over the internet and are going over in Sept. If you are relatively free you could simply go out and see what happens work-wise, go for a flat share in La Linea where rentals are cheap... Best of luck.