In Hongkong, in Limbo
Shortly after the publication of El Filibusterismo, Rizal left Europe and lived in Hongkong - from November 1891 to June 1892. His reasons for leaving Europe were as follows: (1) Life was unbearable in Europe due to his political differences with MH del Pilar and other Filipinos in Spain; (2) to lead the Propaganda Movement in Hongkong; and (3) to be near his beloved Philippines and family. Before sailing for Hongkong, he told Del Pilar that he could not write anymore for La Solidaridad, that he was retiring from Spain's political arena to preserve unity among the Filipinos in Europe, and that despite their parting of ways he would always have the highest regard for him. Gregorio F Zaide, Jose Rizal: Life, Works And Writings (page 173)

Those 'political differences' (Zaide is being kind) were not minor; they had to do with leadership of the Filipino colony, with the direction of the solidaridad (the unity), with the direction of the Solidaridad (the paper). Some Filipinos would not accept Rizal as leader because he did not want any monkey business while they did: drinking, womanizing, gambling. Of the gambling, Juan Luna and Valentin Ventura themselves told Rizal about it in Brussels and urged him to do something. He then wrote a letter to Del Pilar, which means he had not done anything about it either, or could not. When the gamblers learned of the letter, they got mad. (Zaide, pages 147-148)