Thank you for writing. Dream analysis is tricky. Yes, I know there are books that claim to be able to tell you how to interpret your dreams. But the truth is that the meaning of dreams is very specific to the individual. Our dreams are a way we think in pictures. We tell ourselves something through symbols rather than through language. Even more confusing is that people tend to pull symbols from various parts of their lives. It’s unlikely that your dream is really about your boyfriend. Recurring dreams often are our own effort to get us to pay attention to something about ourselves.
If we were talking in my office, I would ask you to do a little activity with me to see if we could discover what your dream language means. I would ask you to take the role of each and every part of the dream and to speak from the first person as if you are that part. For example: “I am the former lover of my boyfriend. . .” “I am the depression I wake up with. . .” “I am my boyfriend. . .” Etc. I would ask you to stretch and to talk from each point of view as long as you could. I would then ask you to get out of role and to talk about how it made you feel. Often, the dreamer finds out for him/herself what the dream was trying to communicate by doing this. Sometimes it takes a little more support. You could try this out to see if it gives you any new information.
If not, and the dream still bothers you, perhaps a few visits to a therapist who could ask some probing questions would be helpful. The sadness you feel on waking is probably something you want to address.
I wish you well.