I'm sorry to bother you here with this, I just don't know who else to ask nor what to do with my life.
I've been an excellent student, I've always had the best grades. The thing is, I had personal problems and got into clinical depression during my MSc thesis. Because of this, I didn't work as I should've and I didn't complete my thesis. My supervisor didn't understand the problem and he started to insult me for my lack of ability to complete simple tasks. It became quickly a toxic relationship, where he mentally abused me instead of helping me out.

Long story short, I graduated because he didn't want me around anymore, I graduated without a completed thesis. No publications on my shoulders (in my university they don't let you do research), no letters of recommendation. 
I always wanted to do a PhD and then starting a career as a researcher, but clearly I can't get into a PhD now. My study field is pure theoretical, so I can't see how a job can give me LOR.

What can I do? I even thought to repeat a MSc in order to get some publications and LOR, but then I'm scared in getting too old or to fail again at the thesis.

**Edit 1** I graduated this year, my field is physical cosmology, theoretical physics.