Hello, I’d like to help you with your question.
Fear over whether or not your partner will commit infidelity can cause you to become depressed. However, it is more likely that the cause is whatever is underneath the fear that is the direct cause.
When you experience infidelity, you learn that someone you trust and care for can hurt you. The pain usually causes a deep scar so you begin to suspect anyone of being capable of hurting you, even if they have given you no reason to believe they will. Just coping with that feeling and not being sure who you can trust can cause you to feel depressed.
It sounds like with your marriage, you have given up a lot. You sacrificed most of the things that were yours and made you happy in order to give to someone else. And if you have doubts about trust, then you may feel you have done all of this for nothing.
You mentioned talking to a therapist through telephone counseling which is a great way to work out your feelings. You need to be able to share what you feel and find ways to work on your trust. You may also want to use self help to learn how to trust again. Here are some resources to help you get started:http://psychcentral.com/blog/archives/2009/05/12/8-ways-to-overcome-jealousy-and-envy/all/1/
The Courage to Trust: A Guide to Building Deep and Lasting Relationships by Cynthia Lynn Wall LCSW and Sue Patton Thoele
Romantic Jealousy: Causes, Symptoms, Cures by Ayala Malakh-Pines
You may also want to work on finding ways to have something in your life that makes you happy. You may not have time now, but begin to think about things you would like to build up for yourself. Maybe a hobby or sport that you like. Something that helps build your confidence and alleviates your depression can help as well. That way, you get to be your own person and have something to call your own.
I hope this has helped you,