Let's distinguish between unhappy and depressed. I had a test for depression and I didn't have it. I am unhappy, though. But let me share something with you. When I was your age I had the same problems (but no ex): too bald and unattractive to get married and feeling like life is worthless and unhappy being single forever. I tried a whole bunch of things. Between then and now I am more successful. I got in better shape and dressed well. I learned to approach and went out on a few approach sessions. I even paid for some approach lessons (waste of money and scam). I started some new hobbies. I thought that I had social anxiety but found out that I didn't. I actually made a few friends in this period thanks to warm approach, and I guess that I could have made one or two by cold approach too. I have had two pro photoshoots for photos to use on the dating services and most people say that they look good. But the photos have not given any improvement and overall nothing changed for me.
The lesson to learn is that people like us should give up and do whatever we can to accept the bad hand. Coping is a bad word on here but we must learn to cope as well as we can for as long as we live. We are healthy and can, assuming no other problems, live long lives. Maybe my recommendation about books and video games isn't right for you and maybe something else would stimulate and excite you e.g. languages. But I really believe that, knowing what I know now, if I could go back in time, I would give up and learn to cope well instead of putting so much mental energy into believing that my situation could be overcome.