How do i stop my mums boyfriend from annoying me?

it sounds like your mom is neglecting how you feel in her relationship with this man. If he is barging in your room without knocking it sounds like he doesn't trust you at all and wants you to do what he wants. He and your mother are also not helping with your depression and that isn't good because it will get worse before better. Talk to both of them and say that you like him but you would also like your privacy and respect as well, and say for the walking in on "fun" time that you are sorry but that you did knock more than once and that you didn't mean to see them like that