I think that you already know the answer to this. You have to take care of yourself and not feel guilty about it. You can't be any help to your friend if you are sick. So first comes you, your health and your emotional well being. Then you can be there for your friend, that is all you can do. You can't fix her problem, only she can. But you can be supportive and there for her when she needs to talk or whatever.
You are a wonderful person to put your health on the line to help her cushion all of the termoil, but if you get sick, you can't help either one of you. Maybe you could go to counseling with her to help her out if that you feel might be needed. In that way you will be looking after her and yourself too. It is just a suggestion. I am sorry that she is living in such a disfunctional atmosphere and that you are suffering too. I hope there is a way to help you both.
Keep us posted.
Welcome to Healing Well and the Depression forum. I agree you have to take care of you right now. I know you are worried about your girlfriend but if your down and out you won't be able to do much for her. Please consider seeing a physician for your depression and again welcome.