Depression assosiated with loss of twin brother?

I want some advice and answers please! Here is my story:

I was recently diagnosed with depression. I see a therapist and everything. I am a 15 year old girl who aside from this leads a completely normal life. I am an only child and I have always...

been very lonely. Recently, my mother opened up to me about her suspision that she was originally pregnant with twins, but lost one, who she strongly believes was a boy, early on because she bled for a while but went to the doctor and he suggested vanishing twin syndrome, which is when 1 twin I flushed out early in pregnancy.. As a small child, I constantly bought boy toys I didnt want and made up pretend brothers to teachers and friends. My parents thought this was odd as generally they suspected a little girl would think of a sister. I would claim that there was still a baby in my mothers stomach that hadnt come out yet and I have always had a pit of loneliness inside of me as though I had lost someone that I never knew.

Could my depression be related to the loss of my twin at a young age? And what exactly is vanishing twin syndrome? And what could we do to pay a tribute to my lost brother?

yes, I would say your depression is largly because of this
...heres some info on what VTS is and how it occurs

Vanishing Twin Syndrome occurs when one of a set of twin fetuses apparently disappears from the womb during pregnancy, usually resulting in a normal singleton pregnancy.

What really happens?
One of the fetuses in a twin pregnancy spontaneously aborts, usually during the first trimester; the fetal tissue is absorbed by the other twin, the placenta, or the mother, thus giving the appearance that the twin "vanished."

Yeah

I've heard that Elvis suffered from VTS.

Very interesting, there are some great clips on Youtube you might want to find.