I have no one to talk to about my problems?

Why do you feel shame? Depression isn't something to be ashamed of. Someone would have to be one heartless individual to ever look down upon somebody with depression. You don't need to keep these emotions bottled up. Seriously, talk to your ex again. You may feel more comfortable keeping your stories between you and only one other person. Communication is extremely important. Please, don't ever be ashamed to talk. If he listened to you before, he'll continue to listen to you, especially since you guys are still friends. Don't go on like this, just let it out!