I can somewhat relate to this.... my memory is a joke when I am in "my darkness". Depression consumes me to the point I can not talk to people in an intelligent fashion, or even read the paper because as I start reading the second paragraph I will already have lost track of what the first paragraph said.

I recent saw a neuro-pysch doctor for testing. It was kinda brutal, literally made me break down in tears a few times and I could not wait for it to end so I could go cut (I self harm too)....... BUT - he said my brain is functioning fine, all my memory issues are simply depression related.

So I would say two things to you.... If you are truly worried - go to a neuropych and be tested. They can tell you point-blank if your brain (or more accurately EACH part of your brain) is functioning okay.
And make sure you are doing your meds or seeing a shrink or whatever helps move you out of your depression...

Good luck