Honestly OP, I think you'd benefit from talking things through with someone in real life. You have a slightly odd view of relationships- married to someone you admit you don't love, few friends, but seem to have your parents and brother in place of friends?
It's nice to be close to your family, but it's also important to have friends outside your family circle. There's nothing wrong with staying with your parents per se- plenty of married people do it - but it sounds like this is your main social outlet (I may have picked that up wrong).
I have a DH who's a bit too close to his family (like the poster someone mentioned above, they have joint calendars, do loads of stuff together etc). Part of the problem is that he comes back from seeing them and I can see that all his opinions have shifted to suit theirs. What they say, goes. We've had to work really hard to get to the point we're at now, and he has realised that actually his family is a bit disfunctional - the "closeness" actually covers up quite a lot of unpleasantness.
My advice would be for you to take a step back, look at your attitude to relationships (maybe read a few books on forming healthy family bonds and good friendships, and see if any of it resonates with you), even get counselling if you think it would help. Long term you need to decide about your marriage - it may be that you realise that you DO love your DH, or you may realise you don't. Then decide what to do.
Try not to get too worked up about the depression coming back. See what support your GP can give you, and start working on building friendships with people who'll be there for you if anything happens. Hopefully it won't return, but if it does, you'll have things in place to cope.