I would personally die a most unfortunate death in 18th century Scotland. Like assuming I was in a similar situation, there is no feasible backstory I could think of under that much confusion or stress. At best I'd pretend I hit my had and lost my memory... but that wouldn't explain my horrendous American accent :P

18th century America, maybe. Genealogy is one of my hobbies so I'd be that weirdo who tried to find my way to New Hampshire or Massachusetts to track down my ancestors and see what they're up to :P