In my mind, I've been where you've been. ENFP's live out these fantasies with barely a prior thought of them. It seems effortless.
Some people seem to have a constancy about them, like they can have a few beers a week without ever becoming an alcoholic, but I others are constantly moving, going forward and backward into things. Maybe you're on of those people. I perceive your problem as spiritual. Sin carries you away from God. The further you get away, the further you want to go, and the closer you are to him, the closer you want to be. It took me a long time to accept Jesus as my savior, lots of prayer, studying and research. It's given me a lot of answers and feels good.
I'm sorry I'm annoying with this. I had at one time loathed people who thought the answer to every question is Jesus, but it builds what feels like an objective system of morality.