Alpha Dude
Cold of heart
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- Islam

The mind is powerful. Positivity begets positivity. Consistently being positive will lead you to be more confident.
Allah has said, as per hadith, to the effect: "I am as my servant thinks I am". This shows the importance of optimism and positive thinking. If you doubt and don't think Allah will help you, then your duas are fruitless but if you truly believe that Allah is going to give you what is best for you (note my choice of wording here - I say what is best for you - not "exactly what you ask for"), then you will always have good in your life.
The key is, you need to let go of your ego and understand that you don't know everything and don't know what is and what isn't good for you (in this life and the next). Only Allah does and you should always have the positive opinion that whatever happens, Allah is always going to do good by you and there is always a reason for anything bad that happens. This way, you will always be content. Anything else will leave you confused and with a half hearted approach to your religion.
Also, we have to pray to Allah because it is our duty to do so. Even if we are being persecuted, beaten up, have no money, no food, no limbs, ridden by disease, that does not make us lose our obligation of praying. The point I'm making is that we don't pray for the sake of worldly benefit but we pray because Allah is worthy of worship and it is his right and our duty as slaves to do it. We have to realise the grand scheme here.
You seem to have 'the grass is greener on the other side' mentality. Nope. It's not true. Everyone has problems. Loads of people out there have many issues that nobody knows about and they are just as bad as yours and in many cases much much worse. There's 6 billion surplus people in this world. Of these, there must be many millions going through extreme suffering. Point is, you are not alone and Allah is not messing about with you.
Contentment is what you're missing. You should aim to be content with whatever happens in your life, be it good or bad. Just move on, draw a line under the bad things that happen and look forward. Never think about the past and what could have been - only use any negative experience as something to learn from for the future.
Life is a test. Accept it. And stop caring about what other people think of you. It's not important enough to become depressed about.