All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
It is prohibited for the Muslim woman to have an affectionate relationship with a non-Mahram man as we previously clarified in Fatwa 81356. The instability of your life may be the result of the curse of this sin. How could you as a Muslim woman accept to be attached to that young man while you are the wife of another man? If you had true determination, you could have easily forgotten him since curing passionate love is easy for the one whom Allaah makes it easy for. We previously clarified the ways of treating love sickness in Fatwa 84544.
Indeed, it is not strange that you do not feel happy with your husband as long as you are attached to that young man, but the bitter reality is that this young man spoilt your relationship with your husband and this act of spoiling the relationship between a wife and her husband is prohibited as previously clarified in Fatwa 92056. At the end, you neither kept your husband nor got married to that young man. In fact, he is not sinful for not marrying you, and neither are his parents sinful for preventing him from marrying you. This young man is not obliged by the Sharee‘ah to marry you; rather, he may marry you or any other woman. Moreover, his marriage to the other girl may be his own choice and out of his dutifulness to his parents. Undoubtedly, you wronged yourself when you sought Khul‘ from your husband in order to marry that young man, knowing that a woman may be allowed to seek Khul‘ once she is sure it is impossible to live with her husband.
On the other hand, you should not consider quitting marriage forever; as this is against the Sunnah of the Prophet, sallallaahu ‘alayhi wa sallam. Marriage may become obligatory when the person fears falling into temptation if he does not marry. You can see the ruling on marriage in Fataawa 84026 and 81835.
As for the depression you feel, you can cure it by resorting to Allaah The Almighty and supplicating Him. You should review your relationship with Allaah, do many righteous deeds and befriend the righteous women. By doing so, you will be on the right track with the permission of Allaah.
Finally, it would be fine if you returned to your first husband and got married to him again. Otherwise, look for a righteous man to marry him and seek help of your Muslim sisters in finding one. We ask Allaah The Almighty to facilitate your affairs and grant you a husband who will be a comfort to your eyes.
Allaah Knows best.