Hi! I'll be glad to be of help with this issue.
I can imagine how confusing this situation must be for you. You are clearly a caring and loving man and you are torn because you've opted for happiness in your life, that was your decision back then. But she is now in a depressed and difficult time; you feel as though you might have been able to give both you and her happiness and you opted for your own happiness only. In other words, she would not have been in this depressed and difficult time in her life had you stayed.
And this is actually the key to my answer to you that you need to consider and think about. This is a variant of what we call in psychology magical thinking. It is the type that happens to good people. It's not the kind of magical thinking that happens when someone has serious thought disorders. But it is the kind we often find ourselves doing:
We think that somehow, our making a decision for our own benefit is invalid in some way. And if we would have decided in favor of the other person's needs, then their lives would have been different. Not just different, but the problems they subsequently had would not have happened or we would have solved those problems for them.
Why is this magical thinking?
Because there's no evidence that her depression and difficulties would not have happened anyways. That you would now be living with a woman who's depressed and having these difficulties. There's also no evidence that being in a relationship would have changed her depressive tendencies, etc.
You made a decision that you needed to make and it has borne wonderful fruit. You are soon going to be married! Your ex is depressed and this is her life situaiton for her to deal with.
So, be happy with your fiance, be excited for your future, wish your ex the best, XXXXX XXXXX her go. She needs to make her own way in life as do you.
Okay, I wish you the very best in your upcoming marriage!
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