I have to agree with above. This sounds like a boundary issue, not a depression one. You're friend/family is crossing some of your personal boundaries, and that causes discomfort. The best way to deal with this is to tell that person how you feel.

You don't have to answer every question someone asks you, you have the right to keep some things private. Try and be as genuine with yourself as well as them. It might be best to journal about the feelings you experience before discussing them with the person.

A helpful format could be "When you [behavior] (such as asking me certain questions), I feel [emotion] (such as fear, sadness, etc.), because I think [whatever the thought is, like "you want something from me" or whatever it is].

So to sum that up: When you [behavior], I feel [emotion], because I think [thought]. See if that helps. Sometimes, again, it can be better to journal it first. Good luck!