Is this depression? I don't feel connected to God, and whatever I had with him I want it back. I also can think of women how I once used too?

You might read "The Dark Night of the Soul" by John of the Cross.

It's from the 16th century, so if that's too heavy and old fashioned, you might prefer a modern commentary on it.

But he writes about that experience of feeling that God has become absent, and how after moving through that dark night, he discovered how God was there all along, and at the end of it all he felt closer to God than ever before.