It's ok to feel alone, overwhelmed, disappointed, and, yes, even depressed. To pretend that you're happy when you're not isn't fooling anyone. Be honest with yourself, be honest with God. You may think that He's gone somewhere, but He hasn't. He wants to give you shelter from the storm.
Every storm ends and the snow always melts.
Just continue to trust Jesus, listen to His Word and some time soon you will hear the pain start to melt. Prayer Lord God, life can sometimes be very hard. We suffer, we fall, we lose loved ones, relationships wane, trusts break, health disappears. But You, Lord, are there, You're always there, to gain strength from, to remind us that our present storms are temporary and soon light and warmth and life will melt away our pain. Thank you, God.