I think I'm depressed

Lately I have been feeling so defeated. My fiancé and I really going through a hard time right now we are under alot of stress. And going away for the holidays to see my family and have the 5 hours away from all my responsibilities in life and paying bills just made me want to give up. I don't want to struggle anymore. I pray and pray hoping that things will just turn around because I have no idea how much longer I can take all of this. I can't talk to anyone about it. When I try and talk to my fiancé about it he freaks out because he feels like he failed us. If you could die from stress I would definitely be dead. It's been two years of this. Anyone ever had. Such a long stretch of struggling? Did you get out of it? I feel I really need to hear people who have gone through this and gotten out.