Why am I so depressed at such a young age?

Im 14. I find myself crying every day and Im rarely happy and having fun. I lived in Las Vegas but now I live in California, my parents sent me here because they thought I'd become happier. Am I happier? Not at all. Its been a couple months that I've been here but I feel empty. I was empty over there and Im empty here. I get that feeling on my throat before I cry it hurts and then my stomach feels weird and bad then I start crying a lot and I just want to scream so bad but I cant. My aunt is super strict she finds reasons to scream at me. My cousin is mean he yells at me for everything too. My other cousin talks crap about my family. I wish I could say something to them but that would just make things worse. I do talk to people about my problems but no one understands they say they do but they dont because their live is easier. Im getting better grades here, and i feel good about that but I still feel terrible, I always always always have that depressed feeling in my heart and stomach. I miss my family in Vegas but I cant go back because they'll yell at me. and If I go back my lifes going to be the same, Im going to come home from school everyday again and cry in a corner and watch the sun go down while I cry. Im going to end up in the hospital again.. And when I talk to my mom over the phone I start missing them more and I get sadder but shes the only one that sorta understands me. and I cant go to counseling over here because they're busy and wont take me. I cant hang out with friends because my aunt doesnt let me go out at all. I cant do anything.. I've tried writing down my feelings. Doing what I like to do. it helps, for a little but then my true feelings come back and it sucks.. I go to church and it helps for that day only. I cut myself I know I shouldnt and people have tried stopping me but I cant Its the only thing that some what helps.. I've tried SO hard for about 6 years to be happy. I was d when I was 8 and ever since I've been a mess. Any advice please Im so desperate to be happy.