Hello, Adam_K!
On the one hand, depression messes with one's perceptions. On the other hand, you do know your wife better than your therapist. Could you safely discuss with her that very question - her own psychological tolerance for hearing what you're saying?
The costs of treatment can easily become another burden on yourself and your marriage. You have to carefully weigh the value of certain forms of treatment against their possible negative effects, including financial. I certainly don't suggest you stop working on depression. You may need to find other ways of fighting.

Of the problems you mention sleep grabs my attention. My experience is no medication or combination of meds can make up for prolonged lack of sleep. I suggest making the restoration of quality sleep a priority.

Wishing you marital success despite depression.