As others have said, this is not you, its your illness talking. You must fight the urge to blame yourself every step of the way. You must ruthlessly banish all feelings of guilt, because if you can't help something then you cant be accountable either.
Surely you would not blame a blind person for not seeing?

And I wonder about this:

How sure are you that depression is your only issue? Have you checked for symptoms of AD(H)D for instance? I am saying this because not being able to finish things is also very much an AD(H)D problem and as a consequence depression is a regularly occurring comorbidity.