Just a few thoughts on depression. I have studied a bit about it in nursing and also have first hand experience having been on anti-depressants off and on for 10 years (currently off). Depression is not a strict either/or scenario. It can be both situational and chemical at the same time and in the same person! So there is no room to be dogmatic. Every case must be looked at and evaluated individually.
As you probably know, long term substance abuse can alter the brain's biochemistry permanently. This alone could make you prone to depression. However, from how you have described your relationship, there seems to be plenty in this situation that could feed depression. The best approach is to treat from a multi-modal perspective. Address the relationship issues and any possible physical/chemical imbalances. This takes time and can be trial and error situation, often two steps forward, one step back. It is important not to become discouraged when this happens. It will not be accomplished over night. It's a journey.
Bottom line, though, is you are very vulnerable and need relationships that are overwhelmingly supportive and positive. If you feel the relationship with your sponsor is positive and is helping you in your recovery, that is all you need to know. Try to look at the long-term aspect of your relationship with your girlfriend. Has it been other-wise positive and you are just going through a rough patch? If so, it may be worth working it out. If it has been more negative then positive and you feel it is dragging you down further into depression, then it might be better to end it. Depression can skew our perspective to the negative though. Getting the opinion of a neutral third party who can see the two of you interacting can be invaluable? Sponsor is not neutral. It is his job to be on your side!
Hope this is helpful,
Cog