I feel conflicted with myself

Hey there,
I'm a gay teenager who's been having feelings of anxiety and depression. But what bothers me the most are the sexual thoughts and desired I've been having.
I'm almost exclusively attracted to asian guys, and I have been having a lot of sexual thoughts about them lately. One of my fantasies are getting a body slide massage from them. Another fantasy is having sexual relations. The reason I'm feeling frustrated is because I fear I'm going to act upon my fantasies in the future. I don't want to be spontaneous and have anything go wrong, like getting an STD.
I've also been dating a guy 2 times, but I'm not sure if I would want to pursue a relationship with him. He's a nice guy, but I'm just not sure if I like him enough in "that way." He's never asked me out, it has always been me who's made the first move. But now I realize that I might not be emotionally ready. I just fear where this is going. I am out to my parents, but he is not. He also lives relatively far away.
Also, I've been feeling trapped in my house. When I get home, depression always kicks in. I do well is school, but I find it hard to keep up since I'm such a procrastinator. At times, I've sat all day just looking at my phone, doing nothing. I don't want to be living my life like this. I keep listening over and over to the same song, day after day. It's getting obsessive and I don't like it.
I do see a therapist, but we talk more about general issues. Nothing this personal, because that would feel like an invasion of privacy. She helped me come out to my parents, but nothing more personal than that.

Personally I don't see anything wrong with the sexual fantasy's that you're having. Most teenagers have sexual thoughts and desires and it's a normal part of life. The fantasies your having are nothing below board and as long as it's two consenting people there is nothing wrong with acting on sexual desires in the future. The fear of getting an STD is more than likely due to the fact you suffer from anxiety and I don't wont to go into the whole protection talk but as long as you're very careful you'll be fine. In terms of your relationship, you might need to focus more on yourself than a relationship as it sounds like it'd be difficult with him not being out to his parents and might just put more stress on you. Maybe you could try getting out of the house sometimes too. Exercise has been known to be just as effective as antidepressants in treating mild to moderate depression and although it might seem like a pain in the ass taking your ipod for jog or something could help you get out of the funk. In terms of school, attending and doing work with any sort of mental illness is incredibly difficult and you should give yourself credit for that, you're pretty badass. Also maybe you could try talking to your therapist and directing what issue's you want to tackle in each session. Therapy will only work if you're completely open and express everything you're going through. Hope you feel better soon and take care.