You definitely need to stick with the therapy to help you deal with everything you're going through.
I think we've all been where you are with a boy...that intense, almost obsessive "love" feeling. He may be fond of you, and even "miss" you, but it's not a healthy situation to pursue, hon. For starters, he really could get into a a lot of trouble, and your parents were only trying to protect you, so don't be too hard on them. It's just not reasonable to pursue him. I know that isn't what you want to hear, but someday you'll understand. There are too many boys out there to get stuck on just one.
Most likely, having a sexual experience when you were so young has confused you...made you have these feelings that are hard to process. That often happens to girls who enter into sexual relationships before they are really emotionally ready to deal with all the stuff that comes with them.
As a Mom of a 14 yr old myself, I couldn't imagine what I'd do to hear my daughter had sex with someone that much older, I would most certainly do everything I could to protect her, as what he did could easily be seen as predatory. I also would be devastated to hear if she was hurting herself, or felt like her life had no meaning, when the reality is...there is an entire life of possibilities ahead of her.
Please realize that you cannot pursue and be in a healthy relationship with ANY boy until you start working on being okay with yourself. You have to love yourself before you can properly love someone else.
Can you find some new hobbies, or new friends to hang out with? Surround yourself with positive people who have similar interests. Keep trying in therapy...try to open up about how you feel, and PLEASE turn to your Mom for support too. She wants to help you...and she may not always do everything right, but trust me, she would do anything to help you, and protect you.
You may be interested in our Teen Depression forum:
http://www.medhelp.org/forums/Teen-Depression/show/185
Please update us when you can...you'll be okay hon...you just have to try a little...try to move on from the boy, try to find pleasurable things in life, and try to work hard to get this depressin managed with a professional. You CAN do it!