Hi this is familiar to me too! It's doubly hard in a new place and when a parent changes their behaviour....
I find depression doesn't need an obvious reason, but you have already survived quite a bit in your life!
Is there a counsellor or student support service you can go to? I strongly recommend you take advantage of anything you can access. You're not the first student to be depressed and you certainly won't be the last.
I hope you find support here and can build your confidence for the outside world.
People here have helped me through some dark times and I hope you find as much encouragement from this community as I have.