YOU'RE ON THE DEPO! JESUS THAT'S FUCKING WITH YOUR HORMONES LIKE APESHIT!
/rant
Seriously, tho, hon, you're young, your body isn't done filling itself out. Don't fuck with it like crazy by going on depo- you're on a constant hormone high for three months straight. That's enough to put ANYONE out of whack, but you being so young, it's doubly so. Do some internet searches about depo and libido- you're not alone.
Go back to this gynecologist, list of problems/concerns in hand. Tell her about the libido killer, tell her about the pain, tell her about your psych problems. If she doesn't listen, or doesn't seem to care, tell her where she can stick it and keep searching for a gyno that DOES listen.
Do you guys end up using lube instead of your natural vaginal moisture? If you aren't getting too aroused then I'd imagine so- the burning could, in a great probability, come from the lube. I know that I've used some lubes that hurt like hell, but one that I REALLY REALLY like is
O'My natural lube.
Thirdly, part of the reason you're being so hard on yourself is the hormones- they will fuck with your mind like no end. LPM- you're young, you owe it to yourself and your future husband to get out there and fix this! You CAN enjoy sex, you CAN have an internal orgasm, and you CAN get over this! It takes loving yourself, loving nwlinkvxd, and believing that you can overcome it. I know you can- I've done it myself.
PLEASE, LOVE YOURSELF AND GO GET THEE TO A GYNO ASAP!! Take your list, get it fixed! I'd bet $100 that it's the depo, and you can press me to that if it isn't!