I'm so sorry for all that you are going through at the moment. You certainly have plenty to be stressed and upset over. Those feelings are only natural.
As far as feeling really depressed during this protocol....
I have found that its been especially difficult for me to cope with things lately as well. For me, personally, I am discovering just how much I "medicate" myself with food. During a normal situation, when I am not on hcg protocol, I can stuff my feelings away with food. During protocol, I am forced to face my feelings and deal with issues because I cannot turn to food to fill that emotional need.
I don't know if the same holds true for you, but I thought I'd share.
Have you read, "weight loss apocalypse?" It's really amazing and talks a lot about emotional eating and the hcg protocol.
I really hope you feel better soon.