No "Happy ever after" ending...now what?

What do you do with a piece (or pieces) of erotica, all the way up to novel length, that don't have the happy ever after ending? All the publishers I queried want that ending, but it's just not happening at this point in my hero's life. He has several women over the years who are dear to him in one way and another, and he even has his years of monogamous relationships, but not until he's 40-ish does his life settle into anything remotely happy-ever-afterish.

So, does anyone know of any market that will take him as he is? LOL. I used Lulu to pub one of his stories and readers who have followed him for the past five years at Opendiary bought up copies, which was nice, but traditional publishing would also be nice.

Any ideas?

Thank you, everyone, for your input.

Fresie, this one doesn't have a depressing ending per se. Torin, the hero, has pretty deep feelings for his lover, but she's married and stubborn enough not to break her marriage vows and leave her husband. She promised "till death us do part" and that's what it eventually takes. Unfortunately, by the time that happens, Torin is in a long-term relationship that lasts about 17 years. He and the heroine of this particular story remain close friends even after he gives her the ultimatum "me or your husband."

It's a blend of erotica and fantasy, since the heroine is one of my Forest Folk, able to be wolf or human as she sees fit. Torin is very close to the Folk and he doesn't care. Her husband doesn't know and she can't be completely herself with him as she can with T. It's a fairly complicated relationship, and not a bad story, if I say so myself, but only one of the many that Torin has confided over the years. He's a very chatty character and I have stories about him from the time he was about 8 until he's 40-ish.

One of these days, I'll organize more of his life into salable bits. At least, I hope they'll be salable.

Torin's Creator