Man at least you realised you had no confidence. At first you were saying you are not insecure blah blah blah. Man the first step in becoming a DJ is realising exactly who you are. I can tell you, everybody is insecure as fukc. They might go through a patch where they feel invincible (I thought I was for a year or two), then some big things happen in your life, when you really have to look deep down inside and turn yourself around, and the only way to do this is be open with yourself first. Everyone can say they are "the man", whatever they want, but when they go through a hard time, as you are, sometimes for similar reasons, sometimes for things totally different, they feel like sh*t too.
All I can say is you have to change your attitude, which you seem to have done. This is a good start, just dont let yourself slip back into that hole, because once you are inside it is hard to climb back out. Just remember that the first instinct of a human when times get tough is to quit. You have to be a warrior and keep on pushing on, just one foot infront of the other, Life is a struggle...fight it.
Finally all I can say is I am in the opposite situation to you, I have girls chasing me around all over the place everywhere I go. But this has got me into quite the predicament. I went to a party the other night and a girl kept giving me drinks all the time, getting me REALLY REALLY drunk, then she fukced me without a condom. I now have been in heaps of trouble, trying to get her to tell me if she is on the pill, and now have the worry about STD's. Seriously man there are good sides and bad sides to everything. Just try to see the positive things, and keep on pushing through the hard times and you will turn out alright.
Best of luck mate, take it easy.