I am being followed by law enforcement vehicles daily, when I call the police & ask why, they want me to come into the station

How do you know that you're being followed? If you truly believe you are being followed and want to end it, I would hire an attorney that would be willing to go with you, begin a conversation with the police and that can protect your rights if at any time they believe that your rights are being infringed or that you're the subject of an investigation into criminal conduct. That said, the police may not be be following you at all and it's possible their request for you to come in was made because they are concerned about your mental well-being and want to check in on you. You say this is leading you to a deep depression, is there a chance you already had a mental health issue that this is aggravating or that is causing you to believe that the police are following you. If so, it's possible you should speak with a counselor or dr that can evaluate your needs and help. Good luck to you; I truly wish you well in a positive, healthy direction.