I been there and said similar things to myself while holding the mask proud for others to marvel at. You need to learn that you don't need anything to make you happy. Happiness is found within. If you never accept this, you will spend a tragic life seeking outside for what is found within.
Be grateful for the times you had and forgive her for no longer being by your side. Is it not arrogance otherwise? Don't you love her? Do what's best for her then and right now, that means focusing on yourself. It is wasted time trying to run from your problems. Approach them honestly without defense. Do not dictate their solution, but try to listen instead and you might be surprised at how they dissipate.
Remember, thoughts and actions are but expressions of your beliefs. The belief that you can only be happy with girl {X} is an attack upon yourself you currently do not recognize. What you do recognize is your desire to attack yourself physically. The next step is understanding why you wish to attack yourself.
God does not will this kind of life for you, and also learn that you are already in hell. Enlightenment comes from within and the devil is the great deceiver. You are merely deceived by a voice that is defining what your happiness is. Let it go and you'll watch your suffering go and you'll laugh that you ever thought your happiness could be assailed.
Wanting to commit suicide has been likened to being in a trapped building: no one really wants to die, but jumping out under your own terms now sure seems better than burning alive slowly.
And then you go and find the damn window is jammed and you're really trapped because even suicide is not an option.
That's how I felt. And it turned out ok. (Not great, but really anywhere is up :) I certainly don't and didn't feel the same as you for the same reasons - totally different life and brain chemistry, I bet - but the algebra works out the same. Stay alive and endure a bit longer, and maybe you'll find something that helps you cope and get a handle on things. The cool game-theoretic bit is that this is always valid. It's always worth putting off suicide longer, every moment of every day. You can die and end with naught (or in your faith that's a pretty brutal negative), or you can risk a few years more and still end for naught OR something positive. It doesn't even need to be very positive. Just beat the trivial null case of no-more-life and you come out ahead. Do that for a couple days, a couple months, put it off for a few years, and maybe the habit of wanting to live sticks.
And hey - video games are great. They keep me distracted, my friends in touch, and they're only getting better (despite what the old curmudgeons say). Stick around for a few years to at least see where the consumer VR stuff goes. Could be worth the wait ;)
As far as it goes i dont think therapy works by teaching you something 'new' that you cant get out of a book. Thats like saying excersize doesnt work because you have done all the motions before. Therapy when it works is largely about opening yourself up and committing to reprogramming yourself and going through a bunch of effort and seeing that going through the mechanical process of therapy does have some minimal value and realizing you are in control of your own mind to some degree and using that tiny minuscule victor as a 'hope' that keeps you moving forward.
I wish you well, i wish i could say more. I feel you.
The biggest thing that has stopped me has been not wanting my family to have to deal with my suicide. I've slowly distanced myself from my family over the past few years, and figure at some point I'll just 'go away' in such a manner that nobody knows what happened. I guess I'm a bit selfish, but I really don't care anymore.
I don't want to suggest vice is great. Just that as far as alternatives go, maybe you can channel that selfishness :) after all, you can always recover from a vice you enjoy (and even repent if that is what worries you like the GP comment), but it's really hard to recover from death.
Millions and millions of people manage to get along through their lives. See what they have that you don't. I'd bet it's prolly some neurotransmitter or chemistry, but maybe exercise or a chocolate deficiency (I found I needed annoyingly stubborn/complicated problems to work on to distract me). Hard to tell over the Internet. See a doctor about medication or therapy or diet or something until you did something that works.
Then see you you feel. (This is very much a heads you win, tails flip again sort of thing, and it works pretty well as a stalling tactic :)
I've been through similar episodes of planning for isolation and suicide. You need to get help. I mean you can always kill yourself later, right? Might as well try to get help first.
There are many, many options and the technology is getting better.
I almost jumped off a bridge a month ago. Over what? Not marking some fucking assignments for my students? Not being a billionaire? Turning 40?
You may hate yourself right now, but there are people who love you and who would be devastated by your death.
Get help! Try again! Keep trying. You've been through this before, so you can get out of it again.
You should work from home!