Man, she just sounds parasitic. That really sucks. I don't know anything about therapy or helping people with bad relationships or anything, but it also sounds like she's isolated you pretty effectively, which I know is a common tactic for people like this.
You said you don't have the skills to live independently - are you talking about day to day skills, like laundry and cooking; or are you talking more about being employable away from your family?
Ugh, that is a shitty situation - wish I knew better how to help you get out of it! No judgement either - from what I understand, all of this is pretty common in these sorts of relationships. And yeah, depression makes everything far harder than it seems like it should be.
Like others have said, this is absolutely a situation where professional help is warranted. I know it might be tricky to figure out a regular schedule with one, but I think it'd be worth reaching out - I strongly suspect most would be flexible with a situation like yours, especially as it doesn't sound uncommon (meaning they may well already have a process in place for helping people in your situation).
As for the separation anxiety issue: I wonder if you might be able to adjust your tolerance? Sleep a little farther away in the house and see how that goes, and once that's feeling comfortable, sleep on the opposite end, then try a little farther again? I have no idea of that would work, but it's one more thing that might give you some control.
(I'm also here to just vent to, if you need it! Hearing about a situation like yours has me wanting to fix it, but I can also just listen!)