Can you try looking for any programmes that offer free counselling? See if there's anything in the community that can help. I agree three sessions probably wouldn't be much use but better than nothing and if you get something CBT based then 3 hours could still definitely help identify any maladaptive thought processes.

In the meantime, try to see your depression simply as a message that there's things in your life no longer working for you. Whether that is thoughts, behaviours, emotions. There's lots of worksheets online to help you with that sort of stuff. The feeling like you want to die is often an expression of feeling stuck and in emotional pain and not so much that you want to be dead but that you want the pain to stop. I hope you get something sorted.