I would like to Move to a Compound so I can start to live again ?

Tom, sorry to here about your situation.  I am very new here and can see how isolation can set in quickly if you are not in the right situation.

Best of luck.  I hope you find a good living situation.

Mmmmm...you can search the info about the compound in Riyadh forum since it is already discussed in the previous thread.
On the other hand, there are many things to do here. To shed you some light about what you can do, here's the list:

1. Visit these places:
      a. Museum
      b. Riyadh Zoo
      c. Park, etc.
2. Ride a quad bike at Red Sand or at Al Thumama.
3.  Join HHH. If you are into jogging, hiking, or long walk in the sand dunes around the valley, etc.
4. Enroll in the gym. Both male and female gyms are available. You can play some sports inside the gym like basketball, volleyball, tennis, table tennis, football,etc.
5. You can enjoy food trip as well as different kind of dishes from around the world are available in Riyadh. Starting from western to eastern part of the world, you name it.
6. Join Riyadh Road Runners.
7. Join Kart racing.
8. Play bowling.
9. If you are into shooting, there's 1st Paintball for you. It's also at Al Thumama.

There are so many things you can do to fight boredom. I hope this helps.

I advise you to look at a Compound called Al Nakhla Residential Resort. It is the most western lifestyle themed compound you'll be able to get in Riyadh. But from what I head the prices are more on the expensive side, 300K SR+ for a 3 bedroom villa.
Al Bustaan Compound is another one that is very big but only around 40% of the residents are western, it is also beside the American International School.
Diplomatic Quarters is another which is also on the western side but the other two are better comparatively.

I'm English and have just moved with my wife into Kingdom City this week.  I'd definitely recommend it.  There is a huge range of facilities / activities and it's very friendly.  Not sure about the mix of nationalities yet, but seems mostly European including British, French and Swedish.

I believe there is still a 1-bed apartment available, price 120,000 SAR per annum.

Before that I looked at some others I also liked, such as El Ranco (very good.  2 bed 105,000 - they do have 1 bed available sometimes) and Afyaa Al Waha (1 bed 80,000).

Try rightcompound.com as another source of compounds and prices, though not all of them advertise here.

Good luck

Chris