How can I quit an internship before the agreed upon end date without burning bridges?
You haven't said where you are, but from your reference to living in an unfamiliar state, I'm going to assume you're in the US.

I honestly think your best course of action is to say you need to quit for medical reasons requiring treatment. You can stop there, any US employer should know better than to pry at that point.

This has the upsides of a) being entirely true; and b) doesn't leave your employer wondering if they did something wrong.