If it depresses you is it a good idea to stay?
I went to an all-boys school in sixth form for two years. They allowed girls in the sixth but there wasn't many of them, the effect was largely that I was attending a boy's only school. I hated high school but my two years in sixth were fantastic. Much more relaxed and I actually had fun, and friends... that I made almost immediately and went out clubbing and drinking with. For the first time in my school life I wasn't on edge and growing shoulder knots. I didn't know at the time why I felt so comfortable but after that experience I'd say it DOES make a difference which school you attend, some are awful and the experience will end up a bad memory... and some can be great, if you make the effort to make the change and find a school that suits you better.
I'm just gonna suggest here that an all-girl's school is intimidating even for girls, never mind for an FTM. My father wanted me to attend an all-girl's private school at one point and I said hell no. I'm not sure how you'll become comfortable in that environment whether you tell anyone or not?