I think I'm depressed

if I m*st*rb*te even though i don't want to, Feel like I'm never listened to, escape from my feelings in bad ways, hide my feelings from other people including my own therapist, and wake up with headaches and sadness as a male, I asked ai what was wrong with me as I still experience some happiness and self worth, and they all said I'm hella depressed. Are they wrong or is my life a lie?