Is there any saying in Islam about getting sad, depressed, or anxious?

I was an introvert kid. My upbringing was quite regular kinda desi. Just like we have in Pakistan. Also my family is Islamic. Sometime I question about Islam and they would just shut my mouth. I'm 22, and while living in a third world country I don't feel good here. I sometimes get depressed, anxious, having an anxiety is common. I don't take any medicines and I don't have any family support in this regard. No one is there to support me. No one listens me and this thing affects my relationship with my siblings and parents. I sometimes misbehave them unintentionally. I used to feel ashamed while doing this with them, I always said sorry. But now, it's like they would answer harshly and negatively and it's like I don't regret that much after misbehaving with them. My family says there's no point of being depressed or sad in Islam. Is that true? Those who feel depressed and anxious aren't Allah's favourite people because they've said this. I'm educated I know things but I want an islamic perspective on this. what Islam says about depression? And how can we get rid of it? My mental health is just destroyed and my physio health is determined day by day. I'm feeling sick almost on every day. Whenever I'm around my family, it's exhausting and want to escape from them.