Welcome, it's nice to meet you here.
It sounds like you've really been very unlucky with work. Sadly, it can be really tough to find good stable work, and it tends to have a bit of a cyclical effect on our mental health.
From what I understand, one of the things you're really finding difficult is just working out where to go from here as you're feeling quite directionless. It can be really challenging when you're unemployed to find something to do, and I'm impressed that you gave starting your own business a go. It's a shame that hasn't worked out so far, but I hope you can look at the experience and see what you learnt.
From what I've seen in my friends who also had similar issues, the main thing is to make sure you're not letting yourself get too disheartened. It's absolutely normal and understandable to feel really directionless when your career isn't going well, but it's also equally important to make sure you've got some way to pick yourself back up and keep trying. Whether that's by finding the 'silver lining' or development in missed opportunities, or finding some friends to distract you when you're feeling a bit busted.
It can also be really helpful to have a think about where you are in terms of your professional development and what you offer as an employee. Do you have someone whose opinion you respect, and perhaps could have a really honest chat about what they think? One of the best opportunities for development is, perhaps ironically, when you're unemployed. Perhaps if you can get a really clear sense of where your skills are, and what skills you'd like to develop, it may make the job search more rewarding and make it more likely that you'll find a job that matches what you're looking for. It is actually very common for people to leave or be let go, not because they were a bad worker, but it just wasn't the right fit.