Depression: How to rebuild relationships?

So I’ll make this short and sweet. My parents and I started getting into a ton of fights when I was in high school. Now I was raised in church and my dad is the pastor, so it’s always been strict. A couple months ago I decided to leave out of the blue because I was tired of all the fighting. I ended up getting an apartment with my girlfriend (now fiancé) and have recently found out she is pregnant! My parents didn’t like the news as well as I had hoped. I have lost my family and wish I still had them as I build my own. I’m constantly thinking about the passed and things I should’ve or shouldn’t have done. I wish I was more happy with my life but it’s hard when I threw my whole childhood away. Any advice on how to fix things with my parents, and or stop feeling depressed all the time?