Depression comes in many forms. When you start questioning your religious beliefs, you may find yourself bumping into a rock. Split the rock open. Explore. Seek the knowledge that is eternal. Seek through intelligent sources. Seek Enlightenment.
In Buddhism, enlightenment is "a final blessed state marked by the absence of desire or suffering."
Think about it. Desire nothing, and have no suffering. If this were possible, it would alleviate about 99% of all of our anxieties and pains, wouldn't it?
Meher Baba speaks thus of Creation: "Creation is the greatest mystery which all creatures, including human beings, are faced. The mystery cannot be unraveled or fulfilled unless and until [wo]man consciously becomes united with the Creator and realizes him[her]self as being one with God, who is both the Creator and creation in one, at once including and transcending both in His[Her] infinite being."
Prayer is union with God-consciousness. Meher Baba says: "The ideal prayer to the Lord is nothing more than spontaneous praise of His[Her] being. . . Your praise is a spontaneous appreciative response to His[Her] true being, as infinite light, infinite power and infinite bliss. . .The glory of the Almighty transcends all human understanding and defies all verbal descriptions. Eternally fresh and self-renewing in its unlimited amplitude, it never fades. Nor is it ever confined within the limits of the best of hymns."
All of our hopes and dreams are just hopes and dreams until we make them a reality. Be in the Spirit, and do the work set out for you to do. This is how to entwine our souls with God.