NOOO it's not lost!! Sorry I didn't want to give that impression, it's just harder to verify/recover. I meant you can't get the email back as opposed to like a gmail/yahoo/hotmail.
If you can't use the security proofs, do the form for the password reset on account.live.com, it's "I can't use any of these options" (and that's really if none of the others work) fill it out a few times, keep the rejection letters, call support from home
or at least get your console ID# (settings, system, console settings, system info) and if you can prove ownership with support they can send you an email reset link (IT WILL TAKE 1-3 DAYS).
After that you are still tied to that email however, at this point it's your login credentials only. You can see if they can escalate changing it for you, but most likely they'll help you reset the password then in 30 days (if you have to download your profile,
if you don't and you haven't downloaded your profile in the last 30 days) you can change the WLID on the console. The password is required as well as a new WLID created on account.live.com. YOU DO NOT HAVE TO CREATE A HOTMAIL/OUTLOOK/LIVE email for this.