Depression. I do to get out of this?

Hello doctor. I've been feeling depressed and anxious almost most of the days. I had a very close relationship with my elder sister and her fiance. We three had a mom, dad and daughter kind of relationship. They had few misunderstandings and their wedding was called off in the last minute. After which they both separated from me.I miss them a lot and couldn't get over this separation. I was very emotionally bonded with them and after they left I feel all alone. This affects my day to day activities, my relationship and I've been isolating myself from social life. Even a smallest problem triggers me. I feel very conscious about things happening around me. Travelling in road, walking down the stairs gets me anxious if I could trip or meet with an accident. I don't get out of my house and feel like quitting my college. I'm falling sick often and hyperventilating during my periods leading to carpopedal spasm. My physician doubts if it could be anxiety. What should I do to get out of this?