No need to be sorry, Jaxie. Alright consider this:

I may be wrong, but I don’t think it’s a good idea to start dating the people that you have just helped through depression. Please try not to do that.

After your help, They need further healing and a lot more help from their families (who are usually the unknowing cause of their depression) and perhaps even professionals. The reason is that they are still just a bit unstable and they will form unhealthy attachments to you. You can see the evidence of this as you said, if you leave Al or Oscar, they will get very depressed and may commit suicide. This is not the type of romantic relationship you want at any age – where you find yourself boxed in, having to stay so that the other person doesn’t do something bad. This is not to say that people post-depression are not good enough for relationships with you, just that they need a lot of time and healing to find their sense of belonging and self worth before engaging in any deep romantic relationships.

In a weird way, I think I understand your issue with Al quite well. I once did what she did to a best friend when I was quite little (2nd/3rd grade). Another person came in the picture and acted as my best friend and I did not know how to say “No, Stop.” It sounds crazy remembering it now but I do remember it vividly because my original best friend (you in this story) didn’t speak to me for a while. When he finally talked to me about it, I acted like it was a non-issue. He never spoke to me ever again. This is a weird memory for me right now.
Of course it’s not exactly the same situation but I think it’s possible that Al was just faced with a complicated situation and just did not know how to put her foot down and handle it. When you confronted her, she might have downplayed it, maybe said you were being sensitive, didnt try to understand your feelings at all… We are all imperfect, and you both are very young so she perhaps could not manage your feelings properly.
That said, she was wrong (as I was wrong), and if you still feel bad about it, bring the topic up in a calm way, try to explain kindly to her that you still feel hurt about that. An apology is deserved. With the time that has passed, I think her reaction might be different.

So consider staying friends with Al, Oscar and Jay but ending the romantic relationships with them. It seems to be having an effect on you, and if you don’t ease the stress from those relationships, you physical and mental health will suffer a lot. Please let them know that you will still be friends and you still care about them, but not more. Imagine what will happen if Al finds out about you and Oscar, things could go very bad! So stay friends, but not more.
If you are afraid they will hurt themselves, please do what Should have been done: explain to adult members of their family so they can watch them, and explain to teachers or counsellors at school that these great kids are at risk, so they can be watched.
You cannot take on the burden of watching over them and trying to act in the way they want to keep them from any bad action all by yourself!
That makes me worried about you. You are only 16!

I wish you the best. I’ll be praying for you.
Whatever you do, please try to use a kind tone. Your friends are all beautiful people with great potential, and will probably amaze you with the transformations that will happen with time and the good things they will go on to do.