No one can solve this but you. If I were you, I'd leave the country and start a new life in some much freer place. That would be my obsession. And yes, I know people who have done it - but they are rare and I admire them a lot. I have not had to do it.

Therapy has nothing to do with you being a "cool guy." You're hear asking for complex (impossible) advice and it's above reddit's pay grade to solve your many problems/issues. A trained professional would be of more help.

We can't change the values of your culture or the basic rules of sex. You can get out of the culture, you can find sexually freer places. Relationships work pretty much the same way everywhere - but you aren't in one, so we can't advise you how to proceed. No one here can help you much in solving the cultural issues of a broader region.

There is no "ease" to tackling issues as a cultural outsider, in any culture. If there is any way to meet like-minded people (probably only men, right? because the women would be tainted by masculine friendship?) you should do that. A traditional courtship could occur if you knew that the woman in question came from a less-traditional-than-usual family.

Why would you believe all problems can be solved? People get sick and die, people cheat on each other, people fall out of love, people get mentally ill - it's not possible to just solve every problem. Sometimes we have to endure.

Give up your notions of ease. Entirely. Come at it from a different perspective - it's going to be hard and no advice will make easy.

We all have cultural problems, it gets better with age. And some cultures are easier to be in. You are young, I think your first set of decisions has to be around where you live.