I don't know where to go from here

Get a school counselor to help you navigate all this.

Change rooms!!

Did you have a roommate? What are her feelings about what happened?

I have already talked to the school counselor and that's why I started taking medication. She didn't help me much. She even called me by the wrong name. I did not have a room mate.

Get another appointment with her. Insist that there be a plan for you to change dorms or even get another room.

When she speaks to you, be sure she has your correct name and ID.
(That's what you do when someone calls you by the wrong name - you very gentely correct them)

You are going to have to be more assertive in getting what you want and getting yourself in a safe place so you can continue your studies. Is that something you can do?

I am able to get another dorm. But I do not feel safe and happy there. The school is very small. I've always felt stuck, even before this happened. I thought that I could handle it and be okay but I don't feel that way anymore

It might be a good time to take a semester off. Talk to your family and explain how lousy everything has been. And put together a plan.

It might be a good idea to look into a community college near your home where you can live with your family for a few more years. Get an AA in something general which you can use toward a BA, such as accounting, biology, English, mathematics, history, etc., as opposed to something really specialized unless you're absolutely certain that's what you want. I suggest this because transfer credits for Biology 101 are more or less a certainty, whereas transfer credits for Horsemanship (yes, there are places which offer this as a major) are not so guaranteed. Even if you never continue with your BA and stay with an AA, you'll have a decent education and most of the more generalized courses will help you in a lot of areas.

An Associates' degree is a compromise but it will still help you with employment later. And going back to live with your family will protect you from some of the crap you've been through. Many community colleges have somewhat larger classes so recognize that, but that might end up being better for you, to have more options.

Your ex and his new girlfriend are assholes. Period. I know it can sometimes take a while to figure that out, particularly if you're really hurting, but them breaking into your room was the very essence of spite. And make sure your current school knows who to bill for any damages.

I'd also suggest looking into counseling when you're back with your family - which I really think would be the best thing for you. Get back to a safer space at home and collect yourself. This sucked but it doesn't have to affect you permanently.

I agree completely with Jespah. I know this must be very tough for you but at least you haven't invested a lot of time and money in school yet.

Your much better off without that kind of boyfriend. How did he get into your dorm room while you were away? Did you notify the school authorities?
Anxiety and depression are very rough but your on medication and see a therapist. Is it under control? You don't need to respond. My questions are some of the things I think you should consider. Only you really understand your situation. Why these type of guys never seem to be without a girlfriend always frustrates and fascinates me. Some things you could do are concentrate on you major course work or go right out a find a replacement for that creature. Are there clubs at your school? Try to make a friend or study buddy.
Exercise is great for stress reduction. Don't go walking or running alone though. Join a gym. Some colleges have gyms for students but there usually not very nice. I don't know what yours is like. A lot of colleges have pool tables and some have swimming pools. Try not to be alone all the time. I was very poor in college and couldn't afford to do anything but go there and come back. You know you have had a boyfriend before so I feel sure you will have one again if he hasn't turned you off men altogether. Best Wishes, Candlelight8