You have to sincerely pray to God Almighty to help you to overcome what you are in, and you have to regret the sins and forbidden relationships that happened to you.
And you must perform the acts of worship such as fasting and prayer, and do not take that as heavy, and know that learning the prayer and its preliminaries, such as ablution, and washing the impurity, if you are in the state of impurity, is not difficult, because prayer is not valid without purity.
There is no need to be sad about your relationship with that girl, which was a forbidden relationship as it appears, but rather you should be happy because you got rid of a great sin.
And as for other personal matters that cause you depression, know that there is nothing in the universe that requires a person to be depressed about it, so put your affairs in the hands of God Almighty, and entrust your matter to Him, and He will suffice you for everything that concerns you.