Movie about a secret club of alien worshipers

I think the movie is made after the 2000s.

It follows a couple in which the man decides to go on a date with another woman he met online, but he has never seen her. The date is set in a bar/disco and the man sees a woman he assumes is his date. They make out until some guys come to collect her. I think this girl had some Eastern European name.

Now the man tries to find her and he eventually gets to a secrect club where he is told one he enters, he can never leave. He joins the club and finds the girl, but she does not want to see him and act as being depressed, eventually kills herself in front of him.

At first the club he entered appears to be some kind of a sex club where he goes in a room with his eyes covered and is being told he must never lift the cover. Of course he lifts the cover and he sees a monster/alien that is sort of feeding of him. Apparently that alien is injecting him with some drug and has control of his mind and the secrect club is founded by people who are addicted to the drug.

At the end the man kills his wife/girlfriend (to whom he cheated earlier) during a hallucination tricking him she is the alien monster...