I don’t think that there is an easy answer to your situation.
I agree that the first thing is to get your depression treated effectively. Depression is very common, and might be more common among highly intelligent and high performing students. The medical profession has gotten a lot better in dealing with it in recent years (although there is still a long way to go). You will need to get this under control wherever you go. If you get this under control you might like where you are better.
“The people here are often cold and pretentious and most of them have far more money than I do and aren’t afraid to show it”
My youngest wanted a small school (college or university). The type of students who attend very highly ranked very expensive LACs did concern us, along with the resulting social atmosphere at the school. She like you was the top student in her high school. She probably like you is more comfortable among what I might call relatively down to earth people. She was somewhat motivated to apply to schools where the applications were relatively straightforward, where admissions was predictable and based on good grades (which she had obviously), and which were affordable. The latter part, affordability, turns out has a significant impact on the other students who go there, which in turn has an impact on what the school feels like to attend.
With this she ended up at a very good small university in eastern Canada. It is not as “prestigious” as some of the New England LACs that she probably could have gotten into. She is however happy and doing well there. Also, the better of the small universities in eastern Canada routinely send a significant number of their best students to McGill or other top Canadian large universities for graduate school, so it is not as if going to a “lower prestige” school is going to mess up your chances at graduate school. I might also note that when I was a graduate student at a highly ranked school in the US, there were students there from a very wide range of undergrad schools, including many state flagships, many of which would not be considered prestigious.
I guess that I would say that prestige doesn’t make a person happy. Finding one’s niche in the world does contribute to some extent to a person becoming happy. Finding one’s niche of course takes time and is usually not easy. Hardly any of us, in retrospect, took the shortest and easiest possible path to whatever turned out to be our niche because we had to find out where we were going while we were getting there.
“The danger of your transferring is once you did go to the otherside, you might find out the grass wasn’t really greener over there.”
Unfortunately this is very true also.