Hello lilwings86: Welcome to PsychCentral! You know... personally... I believe that a lot of the troubles I have had in my life were due to me trying to be someone I wasn't & trying to do things I wanted to do but wasn't suited for. There is an author by the name of Parker J. Palmer whom I very much enjoy reading. And in one of his books he wrote that before we decide what we want to do with our lives, we should ask our lives what it is they intend to do with us. In other words, before we set a course for ourselves we should give serious consideration to what are our strengths & weaknesses. We all have both. No one is good at everything.
That said, I would simply like to suggest that you may well have answered your own question in what you wrote in your post. You had a fantastic life when you lived in Europe. Now I'm not suggesting you move back to Europe... but perhaps the answer for you is to try, to the greatest extent possible, to organize your life now in such a way that you re-create the environments you had there. And also perhaps take a second look at your vocational goals. Perhaps the goal you have chosen for yourself is just not one to which you are emotionally suited. No matter how much you may desire it now, if it continuously aggravates your depression & anxiety, you will have a long & difficult work life. I can say this with confidence because it is what I did. Anyway... these are my thoughts. I wish you well.