Asalamu alaykum
I hope you are all well in shaa Allah.
Whenever I am sad, what helps me is reading the Quran. Also I make duas and call Allah my his beautiful names.
I make it so personal that I use (My Rabi).
My advice would be, run to Allah and speak to him in deep personal level. Also do alot of Salawat and ask for forgiveness.
I will share the duas I use down below.
Who ever is reading this, I pray Allah swt takes away from sadness and make a way out for you. Allahuma ameen.
اللَّهُمَّ إِنِّي عَبْدُكَ، ابْنُ عَبْـدِكَ، ابْنُ أَمَتِـكَ، نَاصِيَتِي بِيَدِكَ، مَاضٍ فِيَّ حُكْمُكَ، عَدْلٌ فِيَّ قَضَاؤُكَ، أَسْأَلُكَ بِكُلِّ اسْمٍ هُوَ لَكَ، سَمَّيْتَ بِهِ نَفْسَكَ، أَوْ أَنْزَلْتَهُ فِي كِتَابِكَ، أَوْ عَلَّمْتَهُ أَحَداً مِنْ خَلْقِـكَ، أَوِ اسْتَأْثَرْتَ بِهِ فِي عِلْمِ الغَيْبِ عِنْـدَكَ، أَنْ تَجْعَلَ القُرْآنَ رَبِيعَ قَلْبِي، وَنُورَ صَدْرِي، وجَلَاءَ حُزْنِي وذَهَابَ هَمِّي
Allaahumma 'innee 'abduka, ibnu 'abdika, ibnu 'amatika, naasiyatee biyadika, maadhin fiyya hukmuka, 'adlun fiyya qadhaa'uka, 'as'aluka bikulli ismin huwa laka, sammayta bihi nafsaka, 'aw 'anzaltahu fee kitaabika, 'aw 'allamtahu 'ahadan min khalqika, 'awista'tharta bihi fee 'ilmil-ghaybi 'indaka, 'an taj'alal-Qur'aana rabee'a qalbee, wa noora sadree, wa jalaa'a huznee, wa thahaaba hammee .
O Allah, I am Your slave and the son of Your male slave and the son of your female slave. My forehead is in Your Hand (i.e. You have control over me). Your Judgment upon me is assured and Your Decree concerning me is just. I ask You by every Name that You have named Yourself with, revealed in Your Book, taught any one of Your creation or kept unto Yourself in the knowledge of the unseen that is with You, to make the Qur'an the spring of my heart, and the light of my chest, the banisher of my sadness and the reliever of my distress.