Transferring PhD programs because of location
In virtually every case, trying to transfer out of PhD program A to join PhD program B because you were unhappy in A is a bad idea, and unlikely to be easy. The linked, old question discusses several scenarios in its answers.

There are legitimate reasons, some of them obvious. While I understand why one would want to, changing for location, as per your title, is not one. Changing to improve a serious health condition, on the other hand, is one.  

So I don't see how you can reasonably hope to transfer without disclosing your health condition. Add the compounding factor that you were declined in the past by program B. Given that you are very early in your career at A, I cannot see how, minus health conditions that could qualify you for spots set aside specifically to aid in like cases, their decision would be different so soon after. 

If transferring really matters that much, you should consider opening up about whatever issue(s) you are dealing with - to your current faculty first, but also to the receiving faculty. Your current faculty will appreciate to hear a non-academic reason for your desire to leave, and if you're lucky, one or some of them will fully support you as they buy into your explanation. Given the earlier refusal,  you'll need strong letters from A, and even then this still strikes me as a long shot. But you can always try if your life at A is making you that miserable as your health is failing.