It's Not Working
I think that you and Jay have tried and it won't work for the two of you. I know that it is difficult to break up with someone after you have been together for a long time because you have a comfort level with them. Starting over is very scary. I got from your letter that you care about him but something has changed and you are not happy. So change something again, like become single and see if that makes you happy.
Get Counseling for Your Issues
As far as counseling goes, I believe it is always a good idea. It could help you fight your depression and deal with your jealousy issues. Not to mention it never hurts to have someone really listen to you and unload your problems.