My girlfriend has depression and just broke off our engagement?

Well... I'm not sure what just happened... Why would she want to stay together, yet say there is no love there... You probably need to get her back on her pills. She has them for a reason: to help her. And... I'm not sure you are together... she just said she DOESN'T want to marry you... But she still wants to be with you? I've never heard of that... Anyways, try and convince her to start taking her pills again. Good luck!