I've been in a similar situation. It was three of us, the always depressed girl, bubbly girl and I. When we were all together we would be able to have fun, but eventually me and the bubbly girl had a falling out, and it was just me and depressed girl. It's like we never had anything to talk about that didn't relate to her home life. Constantly 9 out of 10 times we spoke it was about her miserly. I felt for the girl, I really did, but please for the love of all that is holy can we for once talk about something else? I loved her too much to ever tell her that though. It's like bubbly girl kept our relationship stable and once she was gone so was the balance.
I would suggest having a serious chat with them and telling them what you told us. If there are no changes in their behavior towards you, cut them off and let them know why. Tell them I told what you were doing was a problem and you continued to do it regardless. So goodbye as you're not good for my mental health.