Sounds like you could use a hug. I'm sorry that you're hurting.
Bob was abusive to you, screaming at you and kicking you out at 3am like that, lying about his HIV status and knowingly exposing you to serious health risks without informing you.
Some of what you said indicates what I'm about to speculate heavily about. I wouldn't be surprised if Jay is abused by Bob as well, perhaps as a result of codependancy. This could explain why he so readily "chose" Bob over you. He may feel or just assume there isn't actually a choice, or that staying with Bob is the "right" thing that he "has" to do. Abuse and codependancy are insidious. If that's what's going on, I personally think Jay needs some slack; it is so, so hard to see it when it's happening to you.
If this (perhaps wild) speculation is true, and if you feel like you can be supportive WITHOUT hurting yourself, then perhaps keep the lines of communication open with Jay. Check in every so often; make sure he knows he has someone who he can talk to. If he says things that indicate abuse from Bob, try to gently point out the unacceptable behaviors. Maybe over time he'll recognize what is happening - and that's when he'll need you as a friend. But if he IS codependant, be wary of any relationship with him even if/when he's available; he'll need to learn to be his own best partner before he can have a healthy relationship.
Wild speculation, I know. But his situation just sounds so familiar.
With that out of the way. Sure it's possible for three people to have a relationship. People that are the most successful at it seem to be the ones who let the relationships between each other form naturally; of course there will be imbalance. No two people are the same, so why should any two relationships be the same? It seems best to just accept that some bonds will be stronger in some ways than others.
And NOBODY can blame you for not feeling as strongly for Bob as you did Jay; Bob LIED to you. Bob mistreated Jay in your view, so who's to say he wouldn't mistreat you? I'm sure that affected how you felt for him, too.