Looking at your signature, I'm guessing some of your household income is being set aside for visa applications, still. There is light at the end of that tunnel. Meanwhile, I know from decades of experience how hard it is to put social/leisure life on hold due to finances (university, grad school, then I moved to the UK and wanted to get out of rented accommodation real quick). It's really frustrating to have to constantly make the responsible decisions for so long, but it will get better. Is there any room in your budget to set aside short-term reward goal money? Like, "If we save up £300, we can treat ourselves to £50 on dinner out," or something.
Back when I first came over, I often found myself comparing cost of living. On my worst days, I would think how easy we could have it if my husband wasn't so opposed to moving to the US. But now I'm glad I stuck it out and that he was so stubborn. It was like living the grad school budget all over again, but I'm on the other side of the immigration mountain and now I'm not living in Trumpville, USA.