The YC didn't really help or matter much for the visas, it just meant that we had a reason to be here, and our company in US that could sponsor us our visas. As a company owner, you cannot really do H1B easily, so we (2 Finnish founders) applied for O1 visa. We both had some previous projects and background, including the startup, that we could use to make our case for the O1. For O1 you need public evidence: press articles, conference talks, mentoring, lectures etc to prove that you have specific expertise in some category. I actually didn't even graduate, it didn't matter. A year ago, I upgraded my status to green card.
I would recommend signing up for the green card lottery each year, since its pretty easy and good probability to get one in the Nordics. Secondly, I would just visit here couple times, try to get know people and how things work. Then you can start building your "resume". Resume here often means actual visible projects you built, interests etc. European schools or companies doesn't matter much in interviewing for jobs. What matters is your skills, how you can show them and how well you can sell them.
One route is also taking a job in a company that has office in Europe, and then after a year, try to ask for a transfer to US HQ.
Salaries and equity options are probably higher than anywhere, and its more likely here that those options actually turns something in worthwhile. While rents are expensive, it can be still potentially financially better.
Restaurants, places to go, nature and travel is pretty great overall, there is lot to do.
The quality of living is not really on the same level as in Europe. Lot of the city is quite dirty, not all of it though. If you have a family, its likely to be much more costly in everything. Houses are expensive, and probably there isn't anything to fix that in the near future. I think the protesting against tech has somewhat subdued, you don't really hear about it.
Overall, after living here for a while, you get jaded about all the startup stuff. Its not what you need to do all the time, but it can be still quite interesting to see and hear everyone around you to try new ideas.
People are leaving, but not really seeing that the area is slowing down. There are more great companies now than there was 10 years ago.
Sometimes, I think about moving back to Europe or somewhere else, and don't really feel excited about the job prospects or the overall work environment. It would be hard to find anything remotely similar roles that I've been able to do here.