If you aren’t honest with your parents they will not be able to understand. Presenting anxiety as discomfort in your program country, and keeping your depression and growing functional impairment (skipping class, staying in bed) a secret from them is downplaying a situation that could get serious without help. If you are really getting that mentally sick they should know. If you are simply venting and not taking the good suggestions that have been offered then that’s a different issue. You have the power to fix your situation, either by being honest with your family and making a decision together, maybe even going home depending on the seriousness of your depression, or making some proactive and positive changes in what you are doing.