I go through the same things when I return to the US after visiting my fiance in the UK...heck, even when he visits me and then has to leave. Last time I dropped him off at the airport, I drove home and just cried...it's not easy, not at all.
*hugs*
What I do when I feel lonely and depressed after we part ways is to make sure I have extra phone/chat/email time with my fiance for the next few weeks. It's not the same as physically being with him, but when we make sure we have that extra hour a day to chat for a few weeks, it does seem to make the separation a tiny bit easier - especially for me as I tend to be the more insecure one in the relationship, and the separation can bring some irrational feelings to the surface for me.
Also, I try to focus that energy into doing something that I know will move me forward in my visa application process, so I can feel like I'm headed in the right direction as opposed to just feeling stuck. I might do a double check on what documents I'll need for the visa, look into potential companies I might want to work for in the UK to see what kinds of job openings they tend to advertise, make a list of what things I want to ship with me from my apartment and what things I'll sell or donate, etc.
You could try out some of these things and see if they help you; hope you'll feel better soon! *more virtual hugs*