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?