I am sorry to hear about your situation. It sounds like you are at your “limit” and feel that there is nothing left for you. I, however, see it a different way. What follows is my assessment of your situation based on the information that you have provided to me.
To begin with, you mentioned that your grandparents were overprotective of you. This was probably the only way they knew how to raise you. While their intentions were probably good, this style of parenting probably did you a disservice. The way they raised you likely did protect you from many bad situations but this way of parenting also sheltered you against the “real world.” By this I mean you likely were never taught or given the skills needed to be able to weather difficult life situations, life disappointments, bad days, and so forth—all of the situations that inevitably occur throughout our lives. Therefore, when you went out into the “real world” to live your life, you were not equipped with the correct skills to handle many of life’s difficult situations.
Please do not misunderstand. My comments regarding your grandparents’ parenting style are in no way meant as an indictment against them. I am only trying to explain the downside of being overprotected.
It is likely that no one coached you on how to choose proper friends. You probably did not have anyone to explicitly help you understand how to deal with people, your thoughts, emotions or feelings, how to make the wisest life decisions, or what qualities to look for in a suitable life partner. The bottom line is that you probably never had a good solid role model to help you navigate the world. And now you have found yourself in a life situation that is extremely unpleasant and you see no way to resolve your situation.
The good news is this: You can change and learn how to be a happier person. While you cannot go back and alter your past decisions, it is within your power to make better future life choices. You can change how you look and experience the world with the help of a good therapist. Being depressed is not inevitable. A good therapist can help you make better life choices, help you choose a mate who will not cheat on you, and help you become the role model for your boys that you may have never really had.
I know that you mentioned that you do not have health insurance. Can you use the health insurance that is offered by the military? If not, then you can attend therapy at a community mental health center. I strongly encourage you to seek help if for no other reason than for your children. Your children are in desperate need of a stable and healthy father who can show them how to be the best that they can be.
I strongly believe that if you make the effort to help yourself, things will get better. From what you have written, it is not that you are not capable of improving your depression; it is that you may not have had the opportunity or the proper help and guidance that every human being needs and deserves to live their best life. Good luck with you and your family.