Leave the girl, return to study, and maybe be the rich lonely guy crying in a nice office.

Seems to be the option my previous relationship chose. We were going to do visa, was in a long distance relationship. Comfort and security seemed to be easier than the work and love required to sustain a serious, long-distance relationship. Considering he seemed to really hate his city when we met, I was confused as to why he wants to stay there now. School seems like a great idea but he wasn't successful at it and his living situation is miserable.

Who knows. You shouldn't do the visa though if you are worried about your relationship. It's a super long process and it's stressful and all that. Ugh.

This is off topic but if you love her, at least try to do something. Don't let the love expire if she means anything to you. Show her you appreciate her and are willing to work. If you're not, then don't be in the relationship. Life will be hard if you continue long-distance but life will be hard short-term while you get this visa shit sorted.