I think you can be depressed when you have everything because its not the everything that you need. Seems to be natures way of telling you what do need and what you really dont. Kinda odd isnt it?
I think you might be depressed because of these choices you said youve made. You can have everything in the world, but that wont make bad mistakes go away. All it takes to throw some people off, and this might be yourself included, is one little thing. Sounds to me like these choices have got under your skin a little bit and are throwing you off.
If possible, you might need to correct those choices, maybe a few things about youre lifestyle, but different strokes for different folks, eh?