First - most important - if you are experiencing depression, please talk to your doctor about that. That needs to be treated.
Shave bumps are very common after shaving. If your razor was even slightly dull, there is a better chance that could happen.
I'm not sure about the bump on your penis shaft. Unless you shaved there, that bump isn't from shaving, probably. What does it look like?
When you talk to your doctor about your depression - and that should be SOON - have him look at the bump. There are lots of things that cause bumps, most of them are not STDs. If you just had oral sex, anything you'd have been at risk for wouldn't cause bumps.