Problems with daydreaming

I've always daydreamed, it is a daily routine.
But the thing is I can't accept the fact that they aren't real, they will never happen. I can't face the reality, I have no idea about the real world. I just cry because my imagination/fantasies are different from the reality.
There's another problem in my imagination my loved ones die oftenly sometimes I end those stories with my death.
I don't know if these things are weird or normal.
I was diagnosed with depression and anxiety lately and I'm 15.

Bless you. It's really OK to have dreams and fantasies that you want to be true! You could even turn some of these into goals! I know it is really, really difficult being a teenager and having the kind of family struggles you're having. I know it is horribly frustrating, and it might seem like there's no way out of the situation your in, and no way to make things better.
Things really will get better for you. You're bound to gain lots of independence over the next few years.
What is it about your world that you really need to change? It is hard, but you can change your life, and change your world, and find your place in the world; it does just take time.
It is OK to cry, too, and it is OK to think about death. It isn't weird at all, and it's brave of you to talk about it. Just remember that your thoughts are NOT FACTS. Nobodies thoughts are all clear and factual. It's good to explore your thoughts. It's normal to be scared of death, and it might be that, if you were able to really care for yourself, then you would have less morbid thoughts.
Lots of change happens very quickly at your age, and it is difficult to negotiate. It's great that you are sharing and asking questions

I agree! Do what you can to make your dreams come true. But your lack of control over your life can be an issue. It might help if you talk to a school counselor as well. Okay?

They can certainly be associated with depression.

Hi @Kriss , hoping things are improving for you, and you are getting help with your depression and anxiety. Just wondering if there's anyone in your life that gives you encouragement, that you can lean on a little?
It's tough being a teenager. Don't be afraid to ask for help. Some people really are happy to help, and will actually appreciate the opportunity to give some help and encouragement, even though that might not be what you're used to!

I found it really hard to have depression as a teenager, because it seemed like it would last forever. But I found out it doesn't. We have ups and downs. Now, when I am at a low point, I remember that things do get better, because they have in the past.

I hope you can find an adult you trust to talk to about this stuff, because it is very hard to figure things out on your own at this point in your life.

Well I don't have someone to talk to. But I'm used to talking alone. I don't know if that is weird. And thanks a lot for all your kind words. And @KBMK People say I've changed for good. So yeah I think I have improved a little. Again thanks a lot. Nobody has given much attention to me ever. But you cared to reply.

Nothing wrong with talking to yourself @Kriss
If you can be kind, and encouraging with yourself that's half the battle! I really sympathize with your situation. You deserve the right kind of attention. Can be hard to make yourself seen when you've had a lot of discouragement

Im really really thankful for ur words