I felt exactly the same way and was in your predicament a little over a year ago. I was just simply unable to work anymore due to this depression getting worse and worse. I lost my last job due to missing to much work due to depression. I said the same thing that I would end it all before becoming homeless. I was very lucky that I had family that i could reach out to.
In the county where I live they have a Community Mental Health Center and I was able to get seen free of charge. They even set me up with my meds through drug company programs free of charge. I have been being treated for depression for twenty years and all that time was working and had insurance but it has gotten so bad that is no longer the case.
My point is it is time to reach out to whatever resources might be available. Community Mental Health, State Programs, Medicaid, St. Vincent DePauls, Catholic Charities....whatever is available. My mom volunteers for St. Vincent DePauls and they often pay all kinds of bills for people in need. Utility bills, car repairs, rent.
Drag yourself up and reach out to all possible resources before you become homeless.