Just my opinions here. You were really clear in the beginning of your post that you wanted your questions answered, so this is meant to be supportive:

It's probably over man. Having a relationship with someone else is not ruined though. You probably won't be "great" friends if you don't have a relationship, maybe you and she will be occasionally friendly. In this position you should leave her alone.

Why do I have these opinions based on what you've typed out? Cuz given your lack of social experience, depression, and anxiety, you took a huge risk in trusting her with your feelings. You probably haven't had any experiences like this before, so you fell hard for her. I can definitely relate to how it feels to be rejected by someone you trust. But here's the thing... The reason I said "it's probably over" is because she can't undo rejecting you.

So if she were to "change her mind", and you agreed, wouldn't there be the anxiety that it (her quick rejection) might happen again? Maybe, maybe not. For me, that anxiety was always there. And the fact that I was anxious also changed the dynamic. I needed lots of reassurance from her. And she grew tired of my worries. I drained her energy, and she drained my energy.. And I ended up more hurt than before.

By the way I would like to point out that even if you were depressed and anxious, and she helped you, maybe you can see that you allowed your depression and anxiety to be helped. That was only a choice that you could make. Those positive feelings you felt came from within you. So there must be something about socializing that is helpful and positive. And you certainly don't have to restrict socializing to just her. Maybe you can think of this as a learning experience.