Currency exchange rate is my greatest cause for concern. My income is 100% in GBP and has reduced by around 40% since I moved here.
Luckily I have a decent occupational pension plus (recently) a UK state pension, so I'm still doing okay.
I regret not buying a few cheap condos here when I had the opportunity. That could have given me a rental income in THB - protected from the dwindling exchange rate.