millennials living at home how do you cope?

TLDR: I am stuck depending on my family for a car/transportation and a place to live because I lost my job. I feel like a burden. I don't know how to cope and I'm becoming very angry bitter and jaded. In times when I'm not angry I'm feeling extreme sadness, numbness or suicidal ideation.

So about a year ago I lost my job/career that I worked hard to build, left a 6 year relationship I wasnt happy in, and moved back with my Mom and brother. I moved back home into my childhood home and like was supposed to get back on my feet, save for a car etc. It was difficult for me to save money because well... I am severely depressed and don't have access to therapy.. I've worked several bullshit jobs none of them pay nearly half of what I was making.. I was/am forced to borrow my mom's car because my ex took the car we shared and I didn't have the money to buy a new one. Anyway without a therapist or any coping skills, living with my mentally ill mom etc.. I fell into the habit of eating my feelings and retail therapy because.. I couldn't feel happiness much of any other way. Fast forward a year both my brothers and my Mom are pissed I haven't gotten a car yet and I haven't 'bootstrapped' well enough. My oldest brother offered me to come out to AZ to try and get on my feet there. But the thing is it seems backhanded like he isn't really thrilled about me coming out there. He keeps re-hashing about how I need to save money and get my shit together... I've told him before that like yes I made a mistake and in the past few months I've been trying to save but that's difficult when you're only getting paid a little over minimum wage... Also I've experienced both living with my Mom and it seems like my brother is like this as well... there's no sense of boundaries.. at all my brother expressed concern about helping me 'get back on my feet' and laid out the structure that I'm going to be operating in when I go out there that I'm expected to keep the place clean, he's going to make sure I go on walks (because apparently I can walk myself out of depression) etc. I said all of that sounds fine I will do my best to keep the house clean but can't guarantee the state of my room because I tend to be cluttered. He got pissed at that. Currently in my childhood home I don't have access to a private room that I can have uninterrupted. My mom will come in unannounced, she uses my closet for storage, and she's gotten upset with me for having my Pagan altar in the room because she's a Bible humping Christian. Moving to AZ I might at least be able to practice my religious freely and possibly be out about being bi and genderfluid but... I have a feeling the way I'm going to be treated in AZ is going to be similar than here... like a burdensome child that just can't 'get it together'

I'm feeling really jaded and angry. Like anytime I try to talk to my family and tell them that I'm not doing ok that I'm really angry at the world and how I can't even have independence or basic human necessities they're like. 'At least you have family and a place to go, a roof over your head etc.' Like... ya thats true but the alternative is homelessness? So i either deal with being a burden and cry myself to sleep at night or I become homeless? I just can't help but be pissed about the injustice of it all like I did what every adult in my life told me to do and got a degree had a career but still ended up with nothing. The amount of times I think about like killing myself per week is unnerving. I keep thinking that I just am worthless because I cant 'hack it' that Im a burdeon to my family and better off not here. It's gotten to a point where I don't even have the ability to like fake it anymore I'm miserable. I keep getting told that AZ is my 'second chance' that things will get better but I'm not so sure I will ever feel better until I can gain independence.. but that's not going to happen for a while.. I can't afford my own apartment or house and I can't afford a car... So I'm stuck at the mercy of my family and I really hate it. I blew a job interview the other day again because my depression is so bad I don't even have the confidence or energy to pretend I care about a job that I'm overqualified to do and will likely not pay me nearly enough to survive on my own. I don't know what to do like I don't have any motivation to 'hustle' and I don't have any will to live and it seems like in late stage capitalism... when that happens... what can you even do?