What should I do about an illicit relationship that is causing me depression and stagnation, knowing that it might be due to an act of black magic, and given my desire to draw closer to Allah and improve my life?

The closest cause of depression and lack of success is sins. When a believer is afflicted with a trial, he blames himself, and this prompts him to repent and seek forgiveness. For sins remove blessings and bring about misfortunes. You must hasten to repent by severing the illicit relationship, regretting having committed it, and resolving not to return to it. If you wish to marry her and are able, then proceed. If you are unable, then be patient, practice self-restraint, and occupy yourself with what benefits you. To protect yourself from magic and the evil eye, maintain your regular recitations of adhkar and lawful ruqyah.