No, if you are on visit visa you cann't get umrah visa from Dubai, UAE. But you had a possibility to go to Saudi Arbia if you got a via visa from your home country. For now you have no possibility to get the umrah visa from UAE.
You should go to the labour office. Only from there you can get rid out of this tension as UAE labour law supports the labour. You can also get your two months pending salary as from two months they have niether paid you anything nor cancled your visa.
If you already have tried motor sports, deserts safaris, skydiving etc. and all these thing did not console you then don't go any where, order adventurous games through online games shop and make the fun at your home place.
Have you tried classifieds websites to find out a satisfactionary job? If you have not tried the classifieds website for a good job then you should try it now. Hope for the best, you will definitely find a good job over there.