I lost my Dad last year and I feel so depressed, lonely and like no one understands or cares.
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iām there at the moment somewhat, my main advise is to reach out to those closest and tell them how you feel. I say this having done it for the first time a couple of hours ago after crying out my feelings a bit 
with regards to depression I would always advise looking at therapy, I did CBT personally through the NHS for general axiety and depression
p.p.s. ill try let you know how it goes.