All perfect praise be to Allah, The Lord of the Worlds. I testify that none is worthy of worship except Allah and that Muhammad, is His slave and messenger.
Firstly, it is good that you have realized the gravity of committing immorality (Zina) and its evil consequences; this is the first step on the right path, and it helps you repent of that sin. One of the reasons for heedlessness and refrainment from repentance is that Satan makes evil seem attractive to man until he perceives it as good and becomes inclined to it. Allah, The Exalted, Says (what means): {Then is one to whom the evil of his deed has been made attractive so he considers it good [like one rightly guided]? For indeed, Allah sends astray whom He wills and guides whom He wills. So do not let yourself perish over them in regret. Indeed, Allah is Knowing of what they do.} [Quran 35:8]
Secondly, be keenly true to Allah, The Exalted;, for truthfulness is the key to all that is good. Allah, The Exalted, Says (what means): {And when the matter [of fighting] was determined, if they had been true to Allah, it would have been better for them.} [Quran 47:21] When Allah, The Exalted, knows your truthfulness in seeking repentance, He will facilitate it for you; as your repentance is preceded by the pardon of Allah, who confers His mercy on the sinner so that he would repent to Him, and it is followed by acceptance of repentance. This was deduced by Ibn Al-Qayyim from the verse reading (what means): {Then He turned to them so they could repent. Indeed, Allah is the Accepting of repentance, the Merciful.} [Quran 9:118]
Thirdly, repentance is easy in Islam; you do not need to confess your sins to a Shaykh or scholar; rather, it is between you and your Lord. You make sincere repentance to Allah, stop committing the sin, regret committing it and resolve never to commit it again in the future.
Fourthly, you should pursue the means that would help you to hold on to your repentance, some of which are: attending religious lessons, keeping the company of righteous people, occupying yourself with what is beneficial in the worldly life and the Hereafter, supplicating Allah, The Exalted, and asking Him to help you maintain your chastity.
Fifthly, one of the most effective means in this regard is hastening to marriage. It was narrated on the authority of ‘Abdullaah, may Allaah be pleased with him, that the Prophet said: “Whoever among you can afford to get married, let him do so; it is more effective in lowering the gaze and guarding one's chastity, and whoever cannot afford it should fast; it will be a restraint for him.” [Al-Bukhaari and Muslim] You should seek the help of your righteous Muslim brothers to find a righteous wife who would help you foster your religiosity. The Prophet said: “… so choose (marry) the religiously committed one.” [Al-Bukhari and Muslim]
Sixthly, residing in a non-Muslim country is one of the major sources of Fitnah; so if there is no necessity or a dire need for residing in a non-Muslim country, then you should migrate to a Muslim country where your religiosity would not be endangered.
Allah knows best.