I usually internalize all my feelings, how healthy is this?

First of all - major kudos to you for reaching out to discuss your feelings.  That's not always easy.  Additionally, going to the gym to de-stress is a VERY healthy activity to help manage your emotions right now.   Additionally, recognizing you have a support system with friends and family is a very positive. 

Perhaps talking to one close friend might be a good way to work through some of these feelings.  Sharing ourselves, being vulnerable to those who care about us can sometimes be very helpful and may provide validation of your feelings from someone who knows you and perhaps the relationship.  Having a long term relationship end is hard on your heart and even more agonizing in your head as often we relive moments over and over - ruminating about "what happened".   

You are going through a grief experience right now - losses on several levels - what you thought your relationship was; the plans you may have had for the future, your expectations from your partner; All of these are very significant parts of a relationship and when the dynamics change it can set your world in a tailspin.  Be kind to yourself it takes time.  Getting through grief experiences often can seem like 10 steps forward, 4 steps back, 6 forward, etc.  That can be frustrating when we want to "get past it" or "move on".  Some people seek "closure" and I'm not confident that's always attainable.  Often, with grief, we learn to adapt to the new circumstances and we grow around it.  Confrontation sometimes feels right in the moment, but it does not usually come from a logical or rational place.  You would be better to either record yourself having this "conversation" then play it back a few times.  Don't send the conversation to her - this is about YOU.  Some people like to write a letter about their feelings and what they would say to the person they feel hurt by.  Again, no intention to send this letter to the person it's about.  In fact, burning it is sometimes cathartic for people - expressing themselves, then letting it go.  This is about YOU working through your feelings of grief.