sorry, I don't get why you have to all three be together or why you ever were. There is no rule that says that couples must date together. You'd think they would of learned something of this the first time around with the woman they were with. how they missed that, I don't know. If you are not that into Jay then don't date him.
No, you are not selfish. I think that you need to find a mono woman and get out of this. You will never have her all to your self. This is a fact. There will always be times that you will have to go it alone if you are dating her. If this isn't working then don't do it.
I think it was very unwise to move in with them. Check out the threads on "unicorn" and "moving in" in the tag section of the search engine and you will find many many threads of others that have gone before with similar experiences. You might find something helpful there.
Anyone want to be friends on Facebook?
Send me your name via PM