Hello BackAgain,
Sounds a lot like my story. I think you have an advantage over me because my Fiance, now wife, cheated already and did everything she could to deny it even though I had proof, but in your case, you have trust with your Fiance whereas I didn't. Firstly, jealousy is a common thing with everyone, some people don't show it, others can't handle it, in your case you must learn to control your fear. You are dragging your former hurts and insecurities into this relationship and you are not giving your Fiance a chance to prove his loyalty to you. When your Fiance goes to NY you might want to accompany him on his trip, (but being in a band doesn't help things if you don't already trust him).
As for depression, that is something we as humans get sometimes, but if we focus on what we have now and how much God loves us depression goes, we can't let ourselves be controlled, we must take control. You are on the right path with therapy, continue doing so, but don't depend on your Therapist to make you well...you must make you well because you are responsible for you. Most of us are dysfunctional, we've come from dysfunctional relationships, either in our marriages or at home with our parents, but ultimately we are responsible for our own actions. My Mother was an alocoholic, but because she was I am not going to blame her for the way I act now, I am going to yield myself to God and His will and shot for a goal that is reasonable.
I have weak days of jealousy where my wife is concerned because she works in a Hospital with guys she used to date, after we were married I found out she was very promiscuous, had I known what I was marrying I would have never married her, she too has eye problems where she has to check out other men and seek their attention, and that greatly bothers me, but what I won't tolerate with this woman is her messing up again, but I married her under the false pretense that she was a loyal, I could have annuled the marriage but I deeply love her and will give her a chance to prove that she can be trusted.
"TRUST" is the key word, but it's hard BackAgain, it really is, you must let it go and quit persecuting yourself because you will never stop being depressed.
I'm sorry for chomping on the bit so much, but I know how you feel and I am here to tell you to please enjoy life and stop torturing yourself okay <img src="/ubbt/images/graemlins/smile.gif" alt="" />
God Bless.