How do I deal with this?

So, while trying to treat and cope with my depression, I've run into an issue; people.

More specifically my friends and roommate.

I love them to death, but they are overwhelming at times. For example, my roommate and I walked over to another friend's place, as it was only a few blocks away. She stayed longer despite being tired just to walk me home, even though I told her she can go when she wants to. She's done this every time we've been over there so far. Tonight she said, "Let people be nice to you" to which I flatly said, "No". She wouldn't go home until I went, so we walked home together, which tonight wasn't what I wanted. I wanted to be alone, but she doesn't seem to get that.

Now, my roommate and friends don't and absolutely cannot know about my depression, period, end of story. Why? Simply put, it would do me more harm than good. These are people that would overwhelm me with their good intentions. I understand people offering support and help at my choosing, but with them, it's almost like they would force it upon me,despite what my answer would be. I have been fighting this without them, and it's going to have to stay that way. As harsh as that sounds, it's the only way I can survive this for now. My family doesn't know either, but that's a completely different story in itself.

The only time I can really be alone at home is when no one is home, which is rare, or I lock my bedroom door and stay in there. Don't get me wrong, I love being with my roommate, but when she follows me almost all the time, it's too much for me. As for my friends, well, they are friends with my roommate as well, so of course sometimes they are over, thus makes it harder for me.

In tonight's instance, as I already explained, I was hoping to walk home alone, to stay at my friend's longer to try to be vulnerable, which is an issue I have. But this friend, whom we walk over to his place, I'm afraid will tell our other friends eventually any ways, so I'm afraid to talk to them. At the same time, I know he deals with depression as well and he's noticed sometimes I'm a bit off, but sometimes he's said stuff in front of my roommate and other friend that we hang out with and I brush it off because the other two cannot know period. So in my attempts to be vulnerable and to try to tell some one else, they have all been shutdown due to my roommate and other friend going with me, even though I didn't tell them to come with me. I didn't invite them to join me, they instead went with me when all I did was state I was going over to our other friend's place. I never said or invited them to join me.

I can't outright tell them no either, for like I said, we all hang out together. It would also be a dead give away as well. I know hiding it isn't best for everyone. Frankly no one should have to, but for me at least, it has to be done. I guess my only option for now is just to shut my mouth and not tell them what I'm doing anymore. I know it sounds awful, and even selfish, but I hate it when they tag along. It freaks me out now. It makes me just want to disappear for a while, like just go away, not tell anyone, and come back when I feel read to do so.

I'm sorry, this seems rather ranty, but it was too much to put in a group chat, and my usual listeners are offline at the moment. Perhaps there are others experiencing this as well, hence why I put it on here instead.