All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
We ask Allaah to alleviate your distress and grant you relief from depression. We advise you to do a great deal of supplication and put your trust in the Lord of earth and heaven for He The Almighty responds to the supplications of the desperate and He is the One Who removes evil. Allaah The Almighty says (what means): {Is He [not best] who responds to the desperate one when he calls upon Him and removes evil and makes you inheritors of the earth? Is there a deity with Allaah ? Little do you remember.} [Quran 27:62]
Also, you have to search for the causes of those problems, do your utmost to solve them and strive hard to make things easy for yourself. That is because some people may be very sensitive to the extent that they magnify every affair of this worldly life in their hearts even if it is insignificant. So, be more patient for life is the abode of trial and testing. Whoever shows patience against its calamities, then this will be expiation for his sins and his status will be elevated. For more benefit on the virtue of observing patience, please refer to Fatwa 83577.
Besides, try to focus all your concerns on one issue which is the Hereafter and expel all other concerns. Always feel that in your heart for it leads to good consequences. It was narrated that ‘Abdullaah ibn Mas‘ood said: "I heard your Prophet, sallallaahu ‘alayhi wa sallam, say, 'Whoever focuses all his concerns on one issue which is the concern of the Hereafter, Allaah will suffice him and spare him the worries of this world. But whoever wanders off in concerns over different worldly issues, Allaah will not care in which of these valleys he is destroyed." [Ibn Maajah]
To be concerned about the Hereafter means to be steadfast on truth and adherent to the rulings of Islam. Amongst the greatest rulings of Islam is the prayer as the Prophet, sallallaahu ‘alayhi wa sallam, said. Thus, if one offers it sincerely and properly, Allaah The Almighty will lighten his heart and relieve his worries. Huthayfah said: “Whenever the Prophet, sallallaahu ‘alayhi wa sallam, was grieved by something, he used to pray.” [Abu Daawood]
Accordingly, prayer is the proper solution for grief while neglecting it or other obligatory acts of worship is the shortest path to grief, worry and distress. You have actually said that whenever you neglect it, your problems increase. That is totally right and thus beware of that. To get more benefit, kindly refer to Fatwa 102241, it explains that obeying Allaah The Almighty is the key of happiness in this world and the Hereafter.
Amongst the things we advise you to do is to have good friends who remind you of Allaah The Almighty whenever you forget Him and help you whenever you remember Him, advise you whenever you seek their advice and opinion. Also, ask for some trustworthy scholars in your country to consult them.
On the other hand, prayer and fasting are one of the elements of attaining happiness in this world before having happiness in the Hereafter. They cannot be a cause of suffering at all. Whoever feels something of depression and suffering, let him search for the cause of that as we have previously stated instead of attributing his problems to the acts of worship. Whoever believes that when he severs his relationship with his Lord he will be happy and lead a comfortable life, he is mistaken, even if things appear not like so. Allaah The Almighty says (what means): {Then whoever follows My guidance will neither go astray [in the world] nor suffer [in the Hereafter]. And whoever turns away from My remembrance - indeed, he will have a depressed life, and We will gather him on the Day of Resurrection blind."} [Quran 20:123-124]
Even if Allaah The Almighty bestows His graces on one outwardly regarding food, drink, clothing or housing, this does not mean that that person is inwardly happy. Moreover, one's good things may be hastened to him in the worldly life while he will get nothing in the Hereafter except Hellfire. Allaah The Almighty says (what means): {Whoever should desire the immediate - We hasten for him from it what We will to whom We intend. Then We have made for him Hell, which he will [enter to] burn, censured and banished.} [Quran 17:18]
You should also know that the lack of courage does not contradict Eemaan (faith). Safwaan ibn Sulaym said, "The Messenger of Allaah, sallallaahu ‘alayhi wa sallam, was asked, 'Can the believer be a coward?' He said, 'Yes.' He was asked, 'Can the believer be a miser?' He said, 'Yes.' He was asked, 'Can the believer be a liar?' He said, 'No.'" [Imaam Maalik in Al-Muwatta']
To know how to treat the lack of self-confidence, kindly refer to Fataawa 22345 and 101475.
Allaah Knows best.