Do I have to fast on yom kipper if I have severe depression and it may cause me to harm myslef

You must be totally honest with yourself. If you can control yourself and not harm yourself, you must fast like everyone, and the beauty and privilege of speaking to God, especially on Yom Kippur and the fast itself may even help you psychologically and "get your act together". But if you can lose control because of the fast and God forbid, do something drastic to yourself, then you are not allowed to fast. Take Care!