I think naruhina's advice was pretty good.
I too have been pretty depressed. I am pretty sure I actually have depression. Sometimes it's worse than other times. I fell in a rut lately. I'm kind of in the same boat as you.. I'm not engaged but I live with my boyfriend. I've been having a lot of trouble with thinking about my ex. I dream about him alot.. so a lot of times I wake up thinking about him. It is extremely hard on me.. loving two people. I have all this eternal conflict where I can't decide who is more right for me and if I made the wrong decisions.
In the midst of my depression I get this random message from an old best friend. She tells me how she thinks she sabotages her own happiness. Like she finds problems and makes them bigger than they are. This struck a chord with me. I have felt that that's exactly what I did with my ex. I was having a bad time and he was so far away. I loved him and was happy with him. But everything else was miserable. I was scared of the citizenship test I had to take to live with him. I was scared of how the plane ticket to go see him was $1,500. So I think my brain convinced me he wasn't right for me. Little problems like his cup half empty outlook became big problems. In retrospect I should have worked harder on our relationship rather than throwing it away.
I think you have a lot of thinking to do.. whether or not you are actually unhappy or if you are making something out of nothing.. which very well could be depression. I think naruhina was very right in saying you should try and find the source of what is making you unhappy.
In my situation... I did finally break down last night and tell my boyfriend the truth.. I told him I still loved Scott and am having a hard time deciding if what I did was right. It was so hard to tell the man I love that I love someone else. It was so scary. But I did it. He says he thinks sometimes he doesn't deserve me.. and that all he wants is me to be happy, even if it isn't with him. His reaction almost makes me want to think that's the deal breaker. Like how could he be so cool with this? But I still have thinking to do. But the thing is now that I've cleared the air.. I feel so much better. I feel like a big weight has been lifted off of me.