That does not make any sense to me; I don't think you can get addicted to the sadness of depression, you are already depressed, you can't get any sadder than you are sad? If you are saying you want to be sad, that doesn't make any sense either; people who use drugs initially want that feeling; I don't think you went seeking to be sad/depressed?

Depression is its own glue, it doesn't need addiction's help. Self-harm and eating disorders are like depression; they change your brain so you have a harder time getting free of them. But I don't think you are stuck being stuck; you can get help freeing yourself if you want. You are not unique, the only one to ever self harm, have an eating disorder or depression and many many others have recovered from such.