There's some good advice here.
I will say that, not knowing details, if J has given/loaned thousands to M (that's a LOT of money!), J may have some legitimate complaints here. I've been in the position of helping people financially when I didn't necessarily have much to spare myself and then watching them buy nail polish and pizza and wine coolers and other things that really do add up, week after week while telling me they're flat broke and can't repay their obligations yet. Not knowing J, she may have lent money out of wanting to control and hold things over someone, or she may have lent it out of kindness and a desire to help out.
This, of course, is between M and J. I'm just saying that for you, IF that's what's going on, I think it'll help you to understand why J is frustrated. And if you're paying your obligations and not harming J financially in any way, then your finances are not her business, and she does need to understand that.
For the rest, one comment that really helped me get out of a semi-abusive situation was, "Get some counseling and get strong enough to do what you need to do."
How is your job situation? Can you move into your own apartment? Can you find a single roommate where it's strictly a living situation or only friendship, such that you lose some of this emotional component?