I make enough income, but because the banks see being self-employed as complicated income, it is more difficult for them to loan to me.

I'm not informed on the employment laws for 14 & 15-year-olds, but I do know there are varying circumstances which you can work in different types of businesses.

Or possibly roll it into the 401k I have with my current employer where I can take a loan against it? 

@Kelly G. each state has thier own WC laws, so you will get well meaning misinformation on these national websites.In WI, an employer does not need to carry work comp, but is liable for injuries to employees, sub contractors and volunteers.  

Let alone enjoying the lifestyle you have as a self-employed business owner.

The employer splits the check into 2 parts.

From what I have been learning about it, the important things to research are the turnkey companies themselves and the areas to invest, both at the city level (because you want a city with growing employment potential among other things) and at the neighborhood level (because you don't want a high crime rate area, etc).

My main concern is that I've only been employed for a little less than a year.

You are an hour to Augusta, I see - Augusta has population density, lots of apartment buildings/market for rentals, and a more stable employment base than much of the state thanks to it's status as the state's capitol/state jobs. 

Just another reason I left State employment, some at a higher regulatory level are no better than those they are trying to regulate!