I'm always depressed for some reason?

i have a therapist and i go to church i always express how i feel to my mom but it never works..i don't know what exactly is causing it ..there is alot of things it could be..like my dad is suffering from depression i miss my ex cause i think he was the one and i always felt safe in his arms, I'm losing my friends i feel like I'm becoming socially inept I'm very paranoid i have anxiety and ADD and ADHD and different personality disorders...i always feel like there is something missing in my life but i don't know what it is...i always try hiding at school cause i feel like everyone is looking at me and i always ended up in the nurses office last year for multiple reasons..all the medications I've tried didn't work.. please help i don't know what's missing in my life..what should i do to make it better?