Oh OP, you poor thing! This isn't right, it's not right at all! In your 30's and not exhausted from having kids and only been married for three years? I'd expect it to still be fun times and sex all the way!
Listen to me please - from what you've described your DW is a nasty piece of work who takes pleasure from putting you down, niggling and nit-picking at you. She's ungrateful and will find fault with anything by the sound of her. You were anxious in the run up to her birthday - presumably because you knew that whatever you did wouldn't be good enough? That's not normal!
Who are these women she knows, who demand and receive foreign holidays and expensive jewellery? I don't know anyone like that - she must move in different circles to a lot of us!
You did a lovely thing for her birthday and she put you down in front of friends - because she enjoys putting you down. Many, many people would be thrilled to have a partner who cared so much and made an effort. I really don't think it's about you so much, as it's about her and her crazy, unrealistic expectations. Perhaps she has issues of her own, but she's dragging you down and in essence she sounds unpleasant.
You say your mental heath is poor yet you can't even talk to her about it? That would be the end of the whole thing for me, right there. A partner is supposed to be in your corner, supporting you and cheering you on, not someone you can't be honest with because they'll tell you to 'get over it'. She isn't the right person for you. Have you considered that your mental health is shot because of her? Living with her and trying to be 'good enough' for her?
I'm 45 and left a long, sexless marriage last summer - he had emotionally withdrawn a few years earlier and I'd been miserable because of the lack of closeness and he started nit-picking and looking down on me. Turns out the dynamic had changed because he'd been having affairs and his shitty attitude was his way of coping by making it all my fault. Anyway, I mention this because after telling him to leave it felt like a huge weight had been lifted from my shoulders - I could breathe and be my real self again. I hadn't realized just how stressful it had been trying to live with him when he was looking down on me and basically treating me with contempt. I sort of squashed myself down to try and fit his expectations - but I was never going to be good enough - and once I'd got him out of the house I felt like a butterfly unfurling it's wings. It felt fabulous! Now my DC is happy and I have a wonderful boyfriend who I adore and who loves me like I've never known. So you never know what's around the corner.
Sorry I'm rambling on, but I wonder if you're in a similar position? Imagine how you'd feel - after the initial trauma and upset of a split had worn off a bit - when you were able to live freely, with no fear of being put down or criticised or squashed down? Imagine possibly meeting someone else, who'd cherish you and the fun you might have together.....
You're still so young, the world is literally at your feet. You can have any future you want - a happy life, kids if you want, fun times - but you have to make that future and I don't think it'll be possible with this woman.
You both earn well and have no kids making it more complicated, so my advice would be to split - run and find the future you want and deserve away from this unhealthy and sad dynamic. It sounds like she manipulates you and you take the path of least resistance, but she's not in charge of you and get to decide if you want to stay in the marriage.