Why do I feel depressed in this country?

I can go around for months working, doing my own business and then suddenly something triggers and I feel, painfully and clearly feel that I am a reluctant immigrant here and it probably will never be totally my country. I do not know why I feel like that.
It’s a good country; it’s a first class country. You can have and get and accomplish a lot here. Why the heck do I feel like that? I’ve been here for so many ears it’s time to get used to it, to feel at home here. But no, something always reminds me: no, you are just a guest here; it’s not yours and never will be.
Sometimes I think that may be I should leave and go somewhere else to live, may be I will be happy somewhere in a different place. I am content here but something definitely missing and it is very subtle and I cannot put words to it. Just a feeling of not belonging, of being alien. And it is very strange because basically I do not have a reason to feel like that. I am quite healthy, I have a job, I do not live on a street homeless. I do not have terrible addictions, diseases some people struggle with. I have no reason to feel bad. But I still feel like looking for something dear that I lost in my life and cannot find no matter how hard I am looking.
I am not happy and none of my kids are. My middle son actually suffers from severe depression. It scares me and I feel like I did something wrong.
May be coming to this country was wrong. May be leaving all my life good or bad behind was wrong. I cannot change that. I cannot by miracle make my children small again and take them back to my old country, I do not feel like going back myself, not anymore.
You cannot go back into the past. And I try not to dwell on the past too much, not to be depressed myself.
I am still trying to explain, why in my country where people did not have a lot of necessary things, were deprived from many things, people still were not depressed and I knew a lot of quite happy people there.
And here we can have everything, and so many unhappy and depressed people around including my own children. I still cannot solve that mystery and it bothers me. I never expected that.
May be its just fear of loosing something of not having it tomorrow. Your job, your money, your apartment, friends. You loose your job – you loose a lot, because you loose your credit and there is no more accustomed life style, you have to start all over again.
May be constant stress, that’s why people are not happy there. The necessity of struggling all the time, of stressful lifestyle, I do not know. I myself have to work 6 days a week and I still cannot afford a car and it bothers me sometimes, why?
May be the necessity of keeping up the high standard of living that makes our life miserable and sad, and stressful.
May be it is just a grand illusion, a hypnosis we should wake up from. Well, if I’ll be able to solve the mystery, I’ll tell you but not now. Now I am still looking for the answer.