Your stress and depression is certainly not because you’re Catholic.
However, it could be because you have laid unbearable burdens on yourself.
I’m not offering any kind of psychological or medical advice, just telling you about my own experience.
There are times when I have started to despair of ever finding a life that I’ll be happy with “because I’m Catholic”. When I take a step back and evaluate what I mean by that, I realise that what I have actually become is someone who is seeking refuge in a set of rigid practices and devotions which I have adopted as a coping mechanism, but which I know are actually not serving their purpose, i.e. not making me more open or more thankful to God, and not leading me to where I know He wants me to be in my life, i.e. joyful, fulfilled, loving others and serving Him.
The Catholic faith is all-embracing. That doesn’t mean you can do what you like, but it does mean that God has a plan for you that encompasses not only your devotional life but every aspect of life, including joyful times with friends, being productive in your work and studies, joyfully discerning a vocation to marriage (if that is your call) and having a fulfilled life. You don’t need to go to a hard-core Catholic college to be doing God’s will (though of course it’s good to consider where you will best avoid serious temptations, and best grow in your faith), and you don’t need to be sitting alone in the sanctuary praying 20 rosaries a day either. Don’t allow ‘being Catholic’ to be an excuse for being withdrawn, morose, old-fashioned or judgmental, Our Lord deserves better witnesses to His grace than that

As John Paul II kept exhorting young people - Courage! Do not be afraid!
The spirituality of St Francis de Sales may be of interest to you. St Francis’ whole teaching was that you can do the will of God in whatever form of life you are called to, in whatever place providence puts you. And that ‘you catch more flies with honey than with vinegar’
