Thinking about leaving a master's program
You don't find the field you're in all that interesting. That may be because it's not the right field for you. However, depression can make everything seem uninteresting, even activities you used to love. Maybe you just need a break. Your therapist is probably the person to help you figure out what's best for you at this time.

If you decide to take a break, I'm sure your university has some sort of student ombudsman or student services office that can guide you through the process of getting a leave of absence. Look on your university's website, or ask the registrar's office, student health, or the student union.

The setbacks you've experienced in your research don't sound that bad. A few false starts in research are quite normal. One year into my own master's, nothing was working and I was sure I wouldn't have any useful results. My advisor helped to calm me down, and all turned out well. It sounds like you and your advisor just don't "gel".