Early hair loss is always the worst. I started to lose at 18 and i'm 23 now. I used to get severe social anxiety but I've started to deal with that now. You really have to clear your head and be healthy, thats the best way to deal with your depression, try to live with it and develop yourself.
If I was you, I would get on medication asap to maintain and get some slight regrowth, so that when you are 30+ years old you can get a FUE, people say that Turkey and Iran are super cheap but realistically, I would only ever trust the well known places in America, Europe UK etc. My scenario is really just trying to maintain what I have until I am 30, then spending £5k on a FUE in the UK at the Harley Street Clinic... maybe in 5-10 years time the procedure will cost less and also be even more refined.