How do I get over the countless failures? I’ve been chasing the $1,000,000 dream for years.
Your goal is just too high. Maybe you are being megalomaniac. Since it's a game of probabilities, they are against you and it's really likely you are going to fail over and over again on your desperate attempt of turning few thousands of dollar into a million. If you don't want to lose money, just decrease your final goal, but if you still want to keep that goal intact, don't feel bad about losing money, because you have to keep in mind you are trying a hardcore challenge which comes with extreme risks.
He could have achieved his dream already if he could modify it a bit, maybe to complete it in two attempts of $500,000 each round, because if he manages to reach a certain amount and then losses it all in a single bet, that hurts even more than not being able to achieve the goal in my opinion. One should at least keep a portion of the winnings aside so that they can try their luck again and if they could do it again, they should do the same thing again.
What he does is he doesn't spare any of the winnings and spends it all on the next game, and then when the bet is lost, all that he managed to make so far goes away and he is back to zero. If I was him, I would probably do it systematically without being emotional.