Babysteps, that's an amazingly honest and insightful post. You're posing questions I've asked myself in the past, but my depression has eroded my sensibilities to continue to ask them.
These are a few initial questions in reply to your questions
(I always reserve the right to answer a question with a question, particularly when I have no answers):
Your final question, "Which way out?" may possibly be the most important. I have the impression you are already working hard to get out of deprssion-land. Which paths have you already taken? How long did you stay on each path? Which paths
haven't you taken? Can you identify those untrod paths? Is there someone to whom you can turn to help you take stock of all the paths you've taken and identify those you haven't?
What triggered your depression in the first place? Is it primarily intrinsic or extrinsic, or is it a combination? Can you trace a history of your depression? Has the character of your depression remained constant over time or has it changed? If the character of your depression has changed, has your approach to treatment adjusted to that changed character? Also, if there has been a change in the character of the depression, is it a change for the better or worse? Does the change, if any, indicate progress even if the pain is as great as ever?
I'm not going to ask you about goals because you don't seem to have the ... serenity (?) to usefully consider goals; thinking about goals right this minute might be counterproductive, they could even serve to trigger deeper depression. (By the way, my mind tends to shut down at the thought of "goals", possibly as a defense against anxiety.)
Sorry to dump all these questions on you, Babysteps. I think I may have jumped the rails and started questioning myself somewhere in there. Of course, all this is thought-fodder, not an assignment.
You are a dear fellow sojourner, and I wish you at least as much success as to make up for my failure.
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My dog

mastered the "fetch" command. He would communicate he wanted something, and I would fetch it.