Nicotine is one of the prominent substance of abuse that is related with
depression. But whether
smoking directly leads to depression is a matter of research. According to best of my knowledge, it is causally related to emergence of depressive symptom in predisposed individual. Clearly this is well apparent to all that a depressed person smokes a lot. Not only cigarates / nicotine but also other substances [ like alcohol, caffeine, marijuana, cocaine, hypnotics & sedatives etc..] are abused at greater rate by a depressed person.
By reading you above, it seems you are definitely having Generalised
Anxiety [ Concern about numbers of problem, Concern about your own mental health, Concern about impact of news on your family that you are having some sort of stress ].
How I can assume you are suffering from depression? I have not seen you personally. I have not seen your dull face with diminished emotional reactivity.
If I discloses here something without proper evaluation, definitely that is going to create other reason for your worry. So honestly not only me, any
psychiatrist will like to evaluate you before making any definitive comment.