Can I cancel my AGR orders?

I agree with COL Oseles...don't pass up an AGR position. It'll never come around again, no matter how many time you reapply. I've applied several times throughout my 20+ year career and never got the opportunity. Get family counseling, it'll work itself out.

Do you have someone in mind who can point you in the right direction?

I think before you try to get out of your AGR tour you need to look at some talk and/or seek family counseling as to why they are feeling depressed.
If you do cancel out it is an opportunity that you will never have again.
One of the biggest benefits you get from the military service for them is the medical care and that needs to be considered.