Okay, one way you can tell if your male is neutered is to check and see if he has any testicles. If he does not, he is neutered and there is no way the female can get pregnant by your male. If he is not neutered, then the female is probably pregnant.
If I were in your situation and my male...
This is not depression, she is ill. Please take her to your vet. We cannot diagnose this over the internet. But it does sound serious and serious means vet.
I would love to see a Rottie win Best in Show and yes there is a Golden Retriever that keeps walking across my screen and it is getting kinda old.......uwho yahoo?