Is thinking about sex or imagining a romantic relationship with a beloved person forbidden? And is establishing loving relationships with my need for the opposite sex, while maintaining prayer and my knowledge of God, forbidden?

What you are feeling may stem from heedlessness concerning the remembrance of Allah Almighty, for "And whoever turns away from the remembrance of the Most Merciful - We will appoint for him a devil, who will be to him a companion." [Az-Zukhruf:36]. The cause could also be idleness; therefore, occupy yourself with beneficial deeds such as memorizing the Quran and Hadith. It is recommended to increase supplication, seek out committed friends, and lower your gaze, for "The glance is a poisoned arrow from the poisoned arrows of Iblis. Whoever abandons it out of fear of Allah, Allah Almighty will grant him a faith whose sweetness he finds in his heart." And adhere to the piety of Allah Almighty, for "And whoever fears Allah - He will make for him a way out And will provide for him from where he does not expect." [At-Talaq:2, 3].