UKGrad, welcome to FT, and on a positive note many congratulations on completing your Masters.
The bad news, as others have said, is that you pretty much managed to raise every red flag going. It’s not entirely surprising you were refused, and whoever advised you at the University should also be taking a look at themselves - this was never going to end well.
That said, your future prospects are much, much better - the UK will need skilled graduates, and certainly those with Masters, from all over the world in the years to come. Establish a presence at home, perhaps see if you can still get the sponsored Tier 2 visa in time, or a job in the US, and build from there. There is absolutely no reason why you shouldn’t both travel to and work throughout Europe, including the UK, at some point in the future.
As for getting your possessions back, at least you still have close friends and a girlfriend that can help with that - even if it means shipping them to you as cargo. You could well have been in a far worse position, that’s for sure.
I wish you the very best of luck - it’s sounds like you’re due some - and I hope you’ll continue to contribute here as your own experience of travel grows and prospers.