I don't think that there is anything to be embarrassed about in seeking professional help if you can.
It took me years and years to finally get over my first love (I was 16 when we were first together), I have to say that when that ended I ran to the other side of Australia and have had no contact with him since. I keep intouch with his sister as we became close over the 7 years that I was with him.
Have you considered not contacting her at all? Its harsh but maybe staying in contact is what is causing this - you hope that something will change and she will come back to you.
I really can't talk on this though as I still have limited contact with my current ex. It's not healthy in an emotional sense but I feel that I have closed the door on us getting back together and just can't seem to cut the contact off.

Sleeping and withdrawing from the world is what I do when I'm in a black moment of my depression. There are many different ways to cope with depression.
Writing on the forum is the first step in the right direction and I wish you the best xx
Everyone here has so much knowledge and great advice.