You sound very much like my husband when I met him. His ex spent most of their marriage flirting with other guys, looking to "better deal" him, until she finally dumped him for another guy. When I met him he was a full-blown alcoholic, who wasn't just depressed, he was hospitalized for trying to kill himself--twice! All he ever wanted was to be a good JW, with a wife and children, and she took all that away from him.
Then he met me, sobered up and straightened out his life. You see the thing is when someone hurts you, I never could understand why some people internalize that anger and "beat themselves up", when it should be directed outwards against the rotten evil bastards who screwed you over. Don 't let anyone kid you, anger can be very constructive. It sure beats the hell out of depression. You don't have to break the law and get yourself in trouble to express that anger either, but you do have to figure out a course of action that will allow you some peace and catharsis.
Living well is the best revenge, yes, I've always felt that way, and for the most part it works. But my husband's evil JW parents will not shun us and leave us in peace, so I'm still working on it...