How should I best support my friends and family?

Hey everyone... so a lot of my friends and family (like, a Lot) have depression as well as a plethora of other issues (many of my friends have anxiety or OCD, a close family member has moderate PTSD, another close family member has had to be taken to the hospital because Her Heart Literally Stopped due to stress, another friend is in a semi-abusive situation at home, another is suicidal, etc). I have anxiety and ADHD myself, but I can usually keep it in check.

Now, my friends/family will come to me for advice or just to talk often, I think I’m an easy person to talk to... but honestly it really drags me down sometimes and it’s just super hard for me. I can’t tell them, or they’ll feel terrible for doing that to me and not tell me anything else... but on the other hand I want to keep myself healthy mentally, too. What should I do? I really struggle at times with this... and I worry about them, too (which the anxiety doesn’t help with, of course).