You said you have depression a lot. Generally people who are depressed often tend to talk about really negative things and it can be a drain on friendships. First, I would address these problems with a psychiatrist to get treatment (if you aren't already). If you are already getting treatment, let the doctor know about your difficulty keeping friends and that you suspect it may be your OCD and depression standing in the way of friendships.

Of course, there is only so much that medication can do (and it sometimes takes time for meds to kick in), so being aware of your behavior is important. I would make a conscious effort to talk about positive things instead of negative things all the time. Ask your friends how they are doing, what they are happy/ excited about, ask them about their passions, etc. Make your conversations about them, even if you feel like crap. It will probably uplift your mood to be focused on someone else for a while. I am guilty of complaining too much from time to time (especially when I'm depressed or anxious), so I've started making a conscious effort so that conversations are not one-sided.

Maybe you could join a support group? That is a good way to meet people who deal with some of the same issues you have. It's hard to find people who understand mental illness. I find myself having to hold back my *true* feelings with most of my friends because I know people won't understand the depth of pain I deal with my OCD, bipolar, and anxiety. It sucks. I'm grateful I have my parents and sister to unload on when necessary. I try to keep that to a minimum, though.