Perhaps the best advice is that because there's nothing you can do about it anyway, you might as well be yourself. There's something liberating about the idea that you don't really have to perform, to pretend to be something you're not.
Even though there aren't a lot of advertised positions in your city right now, there are still jobs that are being filled. Writers call this the "hidden job market" and you'll need to be in the networking pipeline to reach these.
"Scientists coming from academia will rapidly separate themselves into two camps: those who take the advice of their mentors and proceed cautiously, and those who use their internal motivation, creativity, and a lot of hours to tear up the track."