I think you're right on with hitting the gym. This is what I've done as well. Having people around, change of pace, and doing something that has progress I can see (body, weight) has been helpful.
Another thing that has been helpful is daily journaling to just get it out. I've been to therapy a lot, and while it can help, I find that really the best cure is to learn to help yourself. That starts with learning the actual problem, which it sounds like you need to figure out with some deep introspection.
I'm also a big fan of long walks and road trips to give you some thinking time.