Hi, I haven't been learning about the LOA as long as you have but when I got back to the LOA last year I tried to make up for lost time and I've learned a lot about what's wrong with my own failure to manifest some things... and I can tell you that NO, the Universe is not playing a cruel trick on you, you just haven't understood and/or absorbed some things yet, but don't despair, it does take a lot of practice for most of us to re-program our minds, especially if we learned about the LOA later in life (which is my case too).
The bottom line is that The Universe can only give us those things that we are a vibrational match to, period. And as an impartial observer I can see by several things you wrote that you are really not vibrating high enough to match your desire. Please re-read your post and note that several times you are talking about circumstances that "are" which you obviously believe are standing in your way of moving to your favorite city (i.e. the house...). You are also anticipating situations you don't want, which is a big "no-no". One of the first things we are told by all teachers of the LOA, is that we should NOT give what we don't want any attention nor should we talk about it; it would serve you best to dedicate more time to visualize what you DO want and speaking only in line with what you desire because "The Universe" will give us what we don't want if that's what we're really attracting to ourselves.
My suggestion to you is that you go back and read "The Secret" or watch the movie periodically to keep the main concepts fresh in your mind, also other books on the LOA, to get different points of view (this way it's easier to find those that truly resonate with where you're at now). I also recommend that you watch LOA videos regularly, some very good ones are those by Abraham Hicks you can find tons of them on YouTube. Also, I'd like to mention that not long ago I joined a support group on FB that has a ton of free material available on file and more constantly shared by other members. Oh, and I can tell you that I've been where you are, wanting to get out of a place that I could not make work for me but I didn't even know specifically where I wanted to move to, just the general area so it took me about 2 years of research and prayers but the truth is that God/The Universe revealed the ideal place to me in the very beginning I just didn't realize it then. And while I didn't have a house to sell, I had no money to move with but by keeping my desire and faith alive (didn't really know about the LOA then) on the 2nd year things began to move, I was given money to move and a series of synchronicities happened which opened different doors for me to be able to move and survive many months without a job, so you HAVE to BELIEVE, and by the title of your post it's easy to see that you are struggling with doubts...
If you have any questions or just want to share more, just let me know. Best wishes and happy manifesting!