It sounds like you're complaining about being an unattractive dude with no money and a job he hates. That's all three things that go into making a man a man, so you should be depressed. I was depressed when I was that way too.
Then I came out of school to a job that paid me good dough, and the money allowed me to not give a damn that I wasn't some model looking dude(I ain't ugly but I ain't an Adonis), and voila I wasn't sad anymore.
You said you got mad cause some dude didnt want to hang out with you years ago, we all got that story, people are shallow and superficial, big deal. You weren't hollering at the fat/ugly chicks in school either, so don't judge.
You want to go weld go ahead, it takes like 4 months and costs ~5k to finish a program and when you get a job you'll probably be making 14-18/hr.
I actually disagree with confiding in your baby mama about your situation, cause she probably will just make it worse. Women don't like sad, depressed men and generally don't offer much support to people they feel should be the leaders, so she's probably just gone store anything you say as ammo for later to tear you down.
You're not "clinically depressed", you're feeling exactly how you should feel.