The idea of treatment is a trigger for my depression

I have been very depressed from adolescence and up.  I am now 29 years old and it's reached its boiling point. 

I had never really dated most of my life as there were some close calls and whatnot but mostly women have used me as a secondary male reinforcer.  I am overweight but still attractive to a certain degree and an intelligent and confident artist.  I have always felt that I am better or more confident than people must see, because I'm overweight and lack an outgoing sincere self esteem.

Thats a short history of my depression.  In more recent times my depression and serious anxiety has changed as I have fallen completely inlove, become engaged and gone back to school with hopes of following a serious career.

My fiancee and I fell inlove quickly and my self esteem sky rocketed.  Her friend that introduced us asked me once "what have you done to my friend?" because she had never seen her that into a guy or really inlove at all for that matter.  I couldn't believe it.  I found a brilliant and beautiful ex ballet dancer studying science and literature who loved me and opened my world spirtually(not religiously) and sexually. 

At first she was upset occasionally, proclaiming that she never thought she would fall inlove and that she was afraid of losing me.  Then she told me that because she had experienced certain personal traumas growing up and never felt compassion or attached to men in her life, she cheated on them...pretty much all of them.

Suprisingly this didn't cause me to lose it.  I sincerely felt that I was different and that she had changed and we got on with it.  I actually appreciated the honesty and knew she had never told anyone that before.

Sorry for the rant by the way.  I really need to get this out of my system.

A couple months go by and we go to a party at 2 of her friends house.  Never met these guys before.  She says one of them is her friends ex boyfriend and the other a good friend.  I knew going in that  a third man was her last serious boyfriend before me, from 4 years ago.  I was okay with this and he was quite nice.

The one guy that was her friend was a prick and looked down his nose at me.  He told me my music sounded like another more famous artist and that" you shouldn't sound like (blank)".  He kept saying he was sorry for being a prick but I guess thats what you get when you're drunk and coked out.  I found out he was my girlfriends old fuck buddy.

Second guy, who most girls would say is really good looking, was a coke head and didn't acknowledge my prescence but was flirting with my girlfriend.  After we left the party I asked if she had a history with the second guy as I felt insulted and that he was blah blah blah.  She kinda laughed(she was drunk) and said it was nothing.  Apparently she ALMOST had a threesome with him and his girlfriend a while ago and that was all.  THAT was all?

A couple days later I brought up the idea that this threesome and the fact that she still hangs out with these guys(not since we had started dating though, like 6/7 months) and brought me into that circle was fucking with my head.  She then corrected me when I told her she had said earlier on in our relationship, that she'd had a threesome at some point a long time ago.  She said that she had a threesome but not with a girl.  So now I have to think about her 5 or 6 years before me having sex with 2 guys at once while dating someone else.

I know this sounds really fucked and it is, but there were problems with drugs and serious depression years before I came around.

I guess I mostly supressed this and we moved on.

6 months went by and we moved in together. 3 or 4 weeks later she was contacted by a friend from her past.  Hadn't seen him in 10 years.

She said she didn't know if she should tell me because I got upset about the other guys from her past( who she didn't hang out with anymore, not just because of me but they had drifted apart before we met).  She said he was a friend and they were going for coffee next tuesday and asked if I was cool with it.  I said fine with a little bit of hesitation.  It's not for me to control who she hangs out with.  I just expect her to have good judgement and if she says she wants to leave her past behind then do it.

I found out the night before they hung out that they actually casually dated when she was 15.  Not a huge deal.  Then she casually told me that he was 21 when they dated. What the fuck?  I let her know that I thought it was gross and hes a perv.  She kinda half agreed with me but the next day she asked if she could still meet up with him.  Apparently he is the only person from her past that has contacted her since she lost contact with everyone from her youth/teenage years and it really is a big deal. I know this.  I said yes and then it turned into drinks instead of coffee.  Then she came home late and didn't call.  I know for a fact that nothing happened though.  It just fucked me up cause I knew what he wanted.  Her.

After she apoligized to me, she said she wouldn't hang out with him anymore but didn't know if she could avoid him competely.  I saw that he left her a facebook message that she tried to close before I could see it, a few days later.  She said she didn't want me to get upset and that she had responded that they couldn't hang out anymore.  Kinda believed it.

A week later I read a text message she had sent to him after she said she wouldn't see him anymore.  It said something a long the lines of meeting up in a little while at the school and that he shouldn't worry about feeling akward around her because she feels like a 15 year old talking to him.

This is what seriously fucked me up.  I found out after that nothing happened and she has tried to explain to me that I misinterpreted her message and that she just needed to connect with her past and he was just a vessel and there was no attraction.  But they did meet up that day for coffee.  She did send him a message the day I found the message on her phone stating that they couldnt hang out anymore because it effected me and she loved me.  We got engaged after this happened but things started to dwindle as I harped over this incedent linked with the other men shes been with and cheated on.  I started to find out that she had been with models, dancers and well know musicians before me. I felt and feel kinda ugly because of this.

My mind is going a mile a minute at times and it affects our relationship.  We've almost broken up but our serious love for eachother has prevailed.  We're still together and engaged but we rarely have sex because she says I'm sad and it affects her sex drive and overall motivation.  She is extremely tired of discussing anything from her past and needs me to just get over it.

I've been taking medication for depression and anxiety.  It's something I should've done years ago.  It has helped me function better but I can't get these obcessive thoughts out of my head about her past and how it could affect me.

Multiple therapists have suggested cognitive therapy but that in itself is a serious trigger.

The guy that she lied to me about hanging out with is studying cognitive behaviour and psychology.

I've purchased mind over mood and have quiet your mind for reading material.

These are both triggers for my anxiety and obcessive thought.

What the fuck do I do?  I love her so much and need to get better for the both of us.