I'm currently in my 40's and in the midst of a very long and distressing episode of major depression. My very first episode was also years long, during my childhood, but I haven't had a major episode like this since I was in my mid-twenties. But even though I was lucky enough to enjoy that 20 year stretch without a major episode coming on, there's no doubt in my mind that the episodes are connected. That if I'd never had the episodes I did from when I was a young child, I'd have been far less likely to have one now. In that sense, I do think it can be lifelong (but agree there are all different kinds, that work differently for different people); that it's a fallacy for someone who has ever been depressed to imagine themselves entirely immune, and potentially take greater risks with self-care that could bring on another episode.

That's my story anyway. Previous to the episode I'm having now, I was working doubled full-time hours week after week, was sleep deprived, recreation deprived, sanity deprived. Relationship deprived. There wasn't time left for anything. Looking back, it's only that I powered through things in the way that I did that I ran myself into this episode. Short-sighted of me. But it had been so long, I'd forgotten that I'm really not invincible.

Edited just to add: It's my personal experience that episodes do run their course. Mine have simply ended when they have ended, always with some element of mystery for me; none of my earlier episodes involved the care of anyone in the psych industry though. And while I can't yet speak to what will eventually end this one, based on the length of time it's been and it being "treatment-resistant" (a term which only refers specifically to when depression doesn't respond positively to full rounds of anti-depressant treatment), I can only hope that it too will "run its course".