I know this is hard, but I think it would maybe help to not HINT at the situation, but to just lay it out there, as it is.
I think my family were a lot like yours, when I was 16 it was obvious I had developed problems, I was so depressed and also developed anorexia - my mum could SEE I wasn't eating and I was losing weight, but other than "do you have an eating disorder" and me saying "no", that was all she did, all she said.
Looking back I think, she was the parent and she should have helped me without me asking.... but, I think parents don't always know what they're doing. Especially if you're the first in your family to really be depressed, this might be new for them and maybe they think it's a "phase" that you will "grow out of" ... it's not true, but maybe they mistakenly think that??
I think you need more help. You deserve to be well and not just get along in life, but enjoy life and really live it. Have you tried medication? Perhaps sticking at therapy, but being open, will help you too.

With the nosebleeds, I wouldn't worry too much, I've googled that problem before (I don't have nosebleeds now but was having them a while back) and didn't find anything concerning... but if you are worried go see a doctor. I think it could be stress (high blood pressure type thing), or maybe if you've had a cold you could have ripped something inside your nose, that type of thing. Also though, I was getting nosebleeds years ago in uni acommodation, and turned out a few people in my flat were also... months later found out there was a small gas leak downstairs and it could have been due to that.
Best advice is google it or go to the doctors, but don't panic as it's unlikey to be anything really, we all get them sometimes x