Help get my cousin out of this mentality.

My 23 year old cousin is 5’10, and a normal guy, averagely handsome and not that funny and not the smartest but he’s kind. He’s fully depressed because he keeps getting rejected by incredibly attractive women (objectively above his league) while he’s also rejecting women who are average like he is. He’s totally shutdown and his life’s goal is to save money and move to a place where he has access to beautiful women. He’s in distress because he’s been talking to some girl in Thailand around his age and she’s clearly not that interested in him. He’s depressed over this too. I don’t know how to help him.