Hi, I'd like to help you with your question.
It is very common to experience depression when you are faced with so many adverse situations. You mentioned having an order of protection, being separated from your children, having one of your children upset with you and missing your home. That is a lot! Add alcohol use to it, which you probably know is a depressant, and your depression is a natural consequence.
Also, depression is closely related to anger. And there are many issues in your life that can cause you to feel very angry. The situation with your wife and your daughter are both difficult. And being kept from seeing your daughter as well as having legal involvement is not only extremely frustrating, it can cause you anger because of the lack of control over your circumstances.
It is also very possible that you are experiencing grief. You have gone through many losses, including your family, home and to a certain extent, your freedom (not being able to see your daughter when you wish to). Grief is a powerful emotion that can catch people off guard. And it can greatly impact your life.
You mentioned that your therapist is not helping you. In that case, you may want to consider trying to find someone else to help you. Finding a therapist you click with is much like searching for a good doctor. Sometimes you need to try a few before you find one you can work with. Try asking your doctor for a referral, or you can search on line at http://therapists.psychologytoday.com/rms/.
Also, learning more about depression, anger and grief can help you. The more informed you are about your symptoms, the better you can help yourself. Support and self help are vital in helping you overcome depression, anger and grief. Consider support groups, either on line or in person. People who are experiencing the same symptoms as you are can offer invaluable support, ideas and companionship to help you feel better. Also, working on your depression and other symptoms at home can supplement your therapy or other treatment. Here are resources to help you get started:
I hope this has helped you ,Kate