I can see that you are able to understand that there are reasons that you want to change these habits you have developed. You do get a "payoff" from your behavior that you described as mood enhancing to complete tasks, forgetting your current life, and then for a connection intellectually and socially with the women online.
The question for you is, are you able to do any other behaviors in your life that can fulfill these needs that you have described? There are many other behaviors or activities that you could do to help with 'escaping' from your life, so that you can unwind for the day. Here is a list of some of these to get your ideas flowing:
CHORES AND USEFUL TASKS (such as Cleaning, Cooking, Dishwashing, Ironing, Sewing).
EXERCISES (such as Jogging, Nautilus, Walking, Aerobic Dancing, Stretching or Aerobic Exercises, Shadow Boxing, Skipping Rope, Yoga, Weightlifting).
FOOD ACTIVITIES (such as Baking, Cooking, Barbecuing, Preparing Gourmet Meals, Shopping for Food).
GAMES (such as Bridge, Checkers, Chess, Go, Jigsaw Puzzles, Monopoly, Poker, Pinochle, Scrabble, Crosswords, Anagrams).
GRAPHIC ARTS (such as Cartooning, Drawing, Lettering, Mechanical Drawing, Painting, Photography, Silkscreening).
HANDICRAFT ACTIVITIES (such as Basketmaking, Bookbinding, Crocheting, Embroidering, Knitting, Leatherworking, Dressmaking, Decoupage, Needlepoint).
HUMOROUS ACTIVITIES (such as Cartooning, Improvisation Games, Charades, Jesting, Joke-making, Playing Practical Pranks and Jokes, Punning).
MARTIAL ARTS (Akido, Jujitsu, Judo, Karate, Fencing, Wrestling).
OUTDOORS ACTIVITIES AND SPORTS (such as Birdwatching, Gardening, Crabbing, Fishing, Canoeing, Sailing, Hunting, Walking, Ice-skating, Skiing, Rowing, Hiking).
PERFORMING ARTS (such as Dancing, Ballet, Mime, Acting, Improvisation, Modern Dance, Tap Dance, Singing).
PERSONAL GROWTH (Self-help Books, Workshops, Lectures, Skills-learning, Career Development).
READING (Fiction, Novels, Plays, Poems, Nonfiction).
SCIENTIFIC ACTIVITIES (such as Anatomy, Biology, Herpetology, Physics, Medicine, Zoology, Anthropology, Psychology, Sociology).
SOCIALIZING ACTIVITIES (such as Conversing, Group Activities, Attending or Giving Parties, Rap Sessions).
SPECTATING (watching Movies, Plays, Sports, Pageants, Circuses).
SPORTS (such as Baseball, Basketball, Golf, Gym, Football, Hockey, Dancing, Tennis, Skating, Running, Volleyball).
STUDYING ACADEMIC SUBJECTS (such as Art History, History, Language, Math, Music, Science, Social Science).
TRADES AND CRAFTS (such as Bricklayer, Builder, Carpenter, Foreman, Factory Worker, Gardener, Mechanic, Machinist, Police Officer).
VENTING FEELINGS (such as Punching Pillows, Yelling, Talking, Writing, Expressing Good Feelings).
One thing to point out is that, lack of concentration, is actually a strong sign of depression. So, if depression has gone untreated for a long time in your life, then it may be what is creating this for you. When it comes to the protein shakes, this would be what we call a replacement behavior. It is great to use this tactic as a way to begin the change of your negative habits. Obviously, with food addiction, we cannot practice abstinence from food. 
So, what we need to do is to use a 3 circle method of defining behaviors that you need to stop doing ASAP for yourself, then behaviors that you need to limit, and then behaviors that you can do and healthy for you. Here is a visual for how to do this for yourself:
https://www.dropbox.com/s/eliy0ijkc1aqswo/3circles.gif?dl=0
Inner circle: write down the food/sexual behaviors that you want to stop.
Middle circle: write down the behaviors you are uncertain about whether some behaviors are addictive or not.
Outer circle: write down the behaviors you consider healthy, safe, and beneficial to your recovery.
I was diagnosed with depression 20 years ago. I'm on Wellbutrin and Cymbalta. I enjoy photography but it is not something I can do late in the evening.
Thanks for sharing about your meds Rohit. Do you think they are effective for your depression? Well, photography is a great hobby! And I guess it just depends on what your subjects are in your art, as to wether you can take pictures. But, you can definitely edit pictures and create a website to show your art to others at night. Right? Do you edit your photos? Like with Adobe? What other creative outlets do you have for yourself? What are you thoughts about the 3 circles that I mentioned?
I don't know how to edit pictures. Plus I have been very busy and not had a chance to go out to shoot. I am not sure I understand the circles.
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