I also have Major Depression and mild Agoraphobia, as well as trouble making friends and no motivation. I'm not really sure what to suggest. I'm on medication (low dose of Paxil) which has helped my anxiety a lot. And I'd just continue to see your psychologist. I've also found that having a hobby and distracting yourself can help a bit... Hope things get better for you. I'm sorry I don't have anything more to offer in terms of advice.

Also, for BPD, I don't know from experience, but I've heard that DBT is helpful.