I've suffered sleep paralysis in the past sis. Not fun is it? :(
Tell you what, do wudhu before you sleep and keep in dhikr...
...Also, I advise very strongly to give durood to the Prophet pbuh. You know durood sharif? It cools the mind and brings peace to the heart.
Also, with regard to depression. SubhanAllah, sister/brother - know that during every period of trial, there is a period of relief awaiting you, and during every period of peace - there is a trial waiting for you.
The trick is to be patient in the times of trials and hardships - and in times of ease and comfort, to prepare for the times of trials and hardships.
I also advise listening to Surah Baqarah once every day - stick it on your phone and take your headphones with you to college / work.
Go to
http://quranicaudio.com/ to download it - I listen to Mishary Rashid al Afasy's recitation as his voice just feels like a strepsil soothing my throat. Masha-Allah, what a beautiful and heart felt recitation.
One last advice sis/bro, if you can, wake up in the 3rd portion of the night to offer Qaym ul layl (tahajjud salaah). In this, there is success - as this is the prayer of the prophets.
I know how you feel, trust me. Been there.
Most of all... keep all fardhs. Without those - depression is guaranteed for any Muslim. Unless their hearts are colder than ice - in which case, they feel nothing, no love, no fear, no nothing...
...You feel something, soft hearts always do - you got the best chance ever to get back on track.
You are in my duas (as anonymous - but Allah is the knower of all things, Ameen).
Bro Scimi :)
one last thing... smile. We care :) Not gonna let you slip. nuh uh.