The first thing you need to realize is that depression isn't something you just "snap" out of. You've done a great job identifying the stressors in your life, which is the first step in the process to feeling better.
You're in a very scary stage of life right now. Trust me, you aren't the only young person who wakes up one day realizing that he's out on his own in the big bad world and wonders how he got there. Those party years of college may be over and responsbility weighs heavily on your shoulders, but that doesn't mean you'll never have good times again.
Some of the things that are getting you down are within your control to change; others are not. You cannot control death, but you can work on your reaction to it. You can't control how other people behave (your ex girlfriend); but you can control your own reaction to not having her in your life. You may be able to control your working life by looking for another job while you learn better ways to cope with the one you have and hate. You can control who you let into your life - or not. If you're lonely, it's time to say goodbye to college acquaintances and make some new solid relationships.
Your life has been pretty chaotic and it sounds like you're focusing on your ex-girlfriend as the catalyst for everything that has gone wrong. Sure, she behaved abominably, but those were her actions and sins, NOT yours. Finding another girlfriend will not fix your life. Only you can do that.
I urge you to put that insurance of yours to good use and talk to a psychiatrist, or at least begin the process with your primary care physician. There is no shame in doing so, and you have nothing to lose and everything to gain. It took me decades to finally get over the message from my family that depression was a character flaw and I should just suck it up and deal. When I finally got on an antidepressant and talked to a psychologist my life got exponentially better. I could kick myself for waiting so long! All those years of self-imposed misery were totally unneccessary.
Until you can get going with therapy and perhaps medication, try not to make any more major life changes. We don't usually make good decisions while in the midst of depression. Look at getting treatment as a stepping stone to taking back control of your life. It's a first step, and naturally it's the most difficult one. After that it's only going to get better. :-)