I am sorry that you are going through a difficult time and hope that things look up for you real soon. Most experts agree that co-rooming with your baby in the first 6 months is actually beneficial to you and your baby because it is easier to respond to your baby's needs and the risk of SIDS actually decreases. When DD was born, we had limited space and set up a nook for her in our bedroom. We used the Safety first premier play yard like the one you are describing and it doubled as the crib and the changing station, which is actually very sturdy and convenient compared to most other PnPs. Now that DD has her own room, we still use the PnP for travel, but I have to say they are not very comfortable and I would not consider it as an extended sleeping option for an older infant. Other options to consider are the Arms Reach Co-sleeper but it's outgrown after 4-6 months as the baby gains mobility. Consider mini cribs, there is a post below about some particular options. Also take a look at IKEA for inexpensive standard sized cribs that have much smaller footprints than traditional cribs and they have great options for shelving, childrens furniture and storage solutions.
Apartment Therapy website often features multi-use spaces and nursery nooks so you can use that as design inspiration if you really want a cohesive nursery space. GL!
ETA mini crib details