Has this been done by anybody, even once? Not that I'm aware of.
Well, every pioneer and every explorer in the history of mankind has heard this line. If they had listened to it and followed its "advice", we would never have started to use stone tools. Kind of.
It is also true that for everyone who has succeeded, many have failed. It is not realistic to say anything else. To do what noone has done before, is to take a big risk, and the odds are bad, and you have to work very, very hard. But that is what life is about, isn't it? Just keep on doing what you love and what you believe in. Don't ask people what they think.
On the other hand, I think you have to have a wide perspective. Is your MAJOR goal to play the piano, to play the music you love and to share the joy with others? To be able to play the piano all day long because you don't have to make a living on something else? Or is it to become a "star", to be "famous" and get flowers and standing ovations, to read praise about yourself in the papers? There are many ways to achieve these things but it does not necessary mean that you have to become a concert pianist of world-wide reputation. Just be open-minded about the opportunities and be honest to yourself about your goals.
I think the options you were given are good ones. Of course you must be prepared to move in order to achieve what you want. You must be prepared to do literally anything (as long as it is legal ...) if you really want to succeed. Those who have succeeded, have sacrificed quite a lot on their way.
I have also concluded that being a concert pianist is not a very glamorous life and being a terrific teacher could be just as fancy. I mean, not every teacher has to give lessons just to their neighbour's ungrateful kids.