Sorry for the exceedingly long message.
Just a note of encouragement/advice, prefaced by my own egocentric recount of my history: I'm bipolar and also diagnosed as being dysthymic (which is basically a constant low-grade depression). In the past, my bipolar caused me to: get kicked out of grad school, endure the humiliating process of getting back into grad school, 2 near suicidal months-long depressions, led (indirectly) to multiple arrests and substance abuse problems.
My point is that there have been a lot of VERY hard times in my past. Times where it all seemed hopeless & I was in constant psychological pain. No advice or sympathy helped at all. It was just all dark misery. I can empathize with your depression.
There's that "there's a light at the end of the tunnel" saying. Well, I didn't get better quickly or consistently & there were bumps in the road throughout - but, eventually I did get better & now life is good again. There's still problems at times, but I have a good mental life and I'm content. It took time.
What helped me: having someone to talk to (friend, family member, even people on here), counseling (especially with a good/great counselor that you can talk to), CBT (cognitive behaviorial therapy - through counseling), the right meds. Insurance may cover most of counseling fees, if not, MSWs (Masters in Social Work) are cheaper and can be effective.
But most of all: remember that you can get through these times & there is something on the other side. Remember it even if you don't believe it right now.