I hate that I always bring this up, but the reason I always bring it up is it had such a profound effect on my life: Diet.
I'm not saying my case is the same as yours, but I struggled with severe depression pretty much all of my life starting in my childhood and not stopping until I changed my diet in my twenties. All though my teen years I was drugged up on all sorts of medication, constantly in therapy if not on lock down in the mental health center for my suicide attempts.
There were some emotional reasons for this but mostly this was a physical/chemical imbalance issue. How do I know? Because in my twenties when I removed gluten from my diet it was as if this black cloud that had been hovering over me my entire life vanished. Yes, VANISHED! One week of being off gluten did more for my mental state than years of medications, therapy, etc. It was like all the sudden my brain was just normal (in this way, anyway haha). I actually said "Oh my god, this is what it must feel like to be a normal happy person!"
Before this, I had only heard of gluten as being bad for the gut, and at the time I was barely starting to connect it to my skin issues as well, although this lifting of depression I just found by chance, I had no clue that gluten could to this to some people. It wasn't until I began meeting other people who were off gluten and talking to them that I realized many people get mood and behavioral disorders from it.
I'm not trying to give you false hope and say that this is the cause of all depression in all people. But there are certain "foods" that are poisons and many people are allergic or sensitive to them and those sensitivities can cause incredible hardship in the body. And even if it isn't that, you simply won't be healthy in your mind until you get healthy in your body and diet and exercise are a starting point for that.
I hope my story helped you to if nothing else, have hope. It took me over a decade to find my answer, I believe you will find yours.