Hmm, your case sure does sound complicated, with lots of "if"s and "but"s. From what I've read so far, the major things I would recommend (such as physical exercise at the gym) are things you've already tried to little avail. When I went through a bad patch, I found that the gym didn't necessarily help change my mood at the time I was in the depths of it, but it helped me out -a lot- when I started to cross some sort of threshold as I left those depths. While in the depths though ... For me, binge-watching TV shows helped distract me a lot and I really found that work of all things, at least for me, gave me significant focus and distraction. I also got pretty bad sleep when I was in those depths too ... Probably a whole 1.5 hours less per night on average. It would say they're quite coupled for me indeed.
Everyone is different of course, so I'm not sure if my experiences can translate to help for you :( Upon reflection, I found that I used things like gym, binge-watching great TV shows, working hard etc. all provided distraction for me to at least keep functioning as a normal person. I just kinda had to wait until something else came along, to help change my circumstances further (maybe a change of scenery or sorts) and cross that threshold, when the positive effects of everything began to compound more and more.