If you don't wish to engage with people on whether or not your dad's absence negatively impacted your life, simply say: “I appreciate your concern” and change the topic. You readily admit that you're depressed. Therefore, they're probably picking up on this sadness and are, understandably, connecting it to your father not being in your life. When hearing that you feel complete, they may think that you're in denial or being defensive. Instead of perceiving it as as an affront, give them the benefit of the doubt that they are genuinely interested in your well-being.
The spiritual author and speaker, Byron Katie, said: “To believe that you need what you don't have is the definition of insanity.” In this regard, you are in a much healthier place than many other women who grew up without dads and are still pining for them. You have not allowed being a fatherless daughter to become your identity, blaming it for all your suffering.
You are depressed, though, for some reason so it's important to deal with that. Instead of focusing on what others think and say, concentrate on yourself. Talking with your doctor is a good place to start. He or she may give you a referral to a psychologist, psychiatrist, or therapist. Once you seize control and take pro-active steps, you'll start to feel much better. Exercising, writing in a journal, meditating, praying, talking with friends, and spending time outdoors can also do wonders to lift your spirits.
Albert Einstein said: “No problem can be solved from the same level of consciousness that created it.” That's why it's so beneficial to get a professional's insight when we're down and depressed. Sometimes things get too dark for us. We can't find the light and need someone else to point us in the right direction.