Mental help

hi, i've been in the air force for about a year and a half now and i've felt isolated and alone here but I just sucked it up and looked forward to going home. I don't have any friends here and i've tried. I went home not too long ago and everything that I was looking forward to whenever I got home kind of fell apart and that made my feelings kind of worse. I've been to mental health and they diagnosed me with depression. I've been trying group therapy at the request of my psychiatrist on base but I feel so out of place there. I recently got off the phone with him and voiced my concern to which he replied "you're in the military you can't be there to hold your moms hand" (she's also depressed and I feel she's borderline suicidal). I told him that I feel mentally it's best if I go home because I'm not sure how much longer I can be here since I feel like my mind is ripping itself apart but I feel like such a failure saying that to be honest, like i'm letting everyone down but I don't know how much longer I can cope. I have no one here and home is literally on the other side of the country. Please help