I'm not a professional pilot, but my feeling would be that if I were only 15-20 hours away from a CPL I'd persevere and get the qualification. The additional amount of money will not be that much in the grand scale of things; you will feel better with yourself if you can see it through and so will future employers, whether or not you stay in the aviation industry. We're presumably talking a few thousand dollars and a month or two?
If you need to take a break first, so be it. If you decide ultimately that it isn't what you want to do, then so be it. I can't speak for aviation, but medicine is another profession where people often find they're not well suited to it after they've invested large amounts of time and money. Few have the guts to leave, but those that do often go on to do very interesting things.
It's good that you have the insight to realise that you're depressed. If you ever do get to the point that things are getting out of hand, then you should obviously go and see someone professional about it. However, make sure that you're getting some time to do non-aviation things. See your friends/family and make sure there's someone you can talk to about how you feel. Exercise is also very good for depression. Try jogging or cycling for half an hour a day.