I'm sorry to hear you're going through a rough time, I wish I had a good answer for you, but sadness, like any emotion, is just something we occasionally have to work through.

Part of coping with sadness is accepting that being sad is not a flaw, it's a natural human emotion that we all share, and it's a reasonable response to a negative and upsetting experience.

The most important thing to know is that it will get better. The awful way you feel right now is not the way you will always feel. You will get through it.

As for managing sadness, I think the best options are therapy, (safe) drugs, distractions, escapism, nature, and immersing yourself in other positive relationships with family and friends. You need to lean on the people and things that bring joy into your life.

As for rejection, it's hard... But you honestly deserve a ton of credit for putting yourself out there and trying something, even if it didn't pan out for you. What's worse than being rejected is never trying or taking a big chance. So kudos. This will make you a better and stronger person in time.