I think these are common issues for teenagers. Usually, teenagers who are depressed would be those who are experiencing loneliness, heartbreaks, or being bullied. Average teenagers are not depressed as they may claim to be, as they are just tired or sad most of the time when they say so. To combat loneliness, one can try to make a few friends, in or out of school, or spend more time with your family, neighbours, or relatives. Also, for people of our age, we should not be getting into relationships as many of us are not fully mature yet, so we would not really understand a relationship, so heartbreak would be inevitable almost all the time if one does get into a relationship.
There is no problem being different from your peers, and it should not be an issue for teenagers. As what many people say, be yourself, do not bother about what other people think about you(other than people paying you your salary when you work). Everyone is unique, so being different is normal, and you can still become friends with someone who is very different from you. I believe that real friends do not bother about your race, religion, or looks. They will still be by your side, having fun together, even if you are an alien.
Finally, there is no point putting up a front, as no one can put it up forever. There will be a time when you cannot support it any more, and those 'friends' which you made because of it will run away. Be honest, and make real friends who do not mind you.