You write regarding your use of the Jesus Prayer:
“Sometimes I think I feel warmth, and sometimes my mind is attentive and my feelings fixed on one good thing. And in the next moment, everything vaporizes.”
Very few of us can expect much more than a rare moment or two in which there is a coming together of the three elements you single out: sensation (warmth), thought (an attentive mind), and emotion (feelings fixed on one good thing).
The key is to try to stay in that moment as long as possible—to convert the nunc fluens into a nunc stans, insofar as we can—and then not to be frustrated, disappointed, or impatient when we fail and the moment passes, but to do what we can, persistently, to bring those three elements together again. The saints themselves attest to the fact that it’s a lifelong process.
There are of course aids and supports for our efforts, saintly or otherwise: icons, bodily movements (prostrations, signing the cross, etc.), chant. These can serve as alarm clocks if we let them—reminders of what we are seeking when we’re lazy, distracted, and bored.