I also struggle very much with self-confidence/self-esteem.
I've never had any self confidence. I was never sure about self esteem. As I grew I gathered some self esteem (didn't "work" on that, it just came as I matured) but still no self confidence. I finally got self confidence as I promoted through work. I was promoted into jobs that I feared terribly that I wouldn't be able to handle, although logically I knew I was capable of learning and functioning enough to do more than well. IOW I had the self esteem (internal) but not the self confidence (external) or maybe that's the other way around... I had the confidence that I could do the job but not the self esteem to trust my confidence... make sense?
I really just forced myself to look back at my progress and to continue to push myself forward in those areas I was confident in. This is one reason that losing my previous job is still such a huge trigger for me... I built up so much confidence there, and although the quality of my work was never in question, my ability to "keep it together" while doing that is shot.
I have two comments that may relate to your questions. First of all, depression is a HUGE issue when dealing with self esteem and self confidence, as it is with every other subjective issue conserning our self worth. That makes it even more of an uphill battle to find that self-confidence. Not to say you can't have it or shouldn't work for it... quite the opposite because I think the two go hand-in-hand toward supporting each other... the equation can work both ways: leaving depression can help your self confidence, and building self confidence may help relieve depression.
But do keep in mind when you worry about how hard it is to find your self confidence, that a lot of that difficulty is the result of depression. The difficulty is not a sign of a character weakness, nor especially not a sign that there is just no confidence to be found. It is just a little more hidden, a bit harder to reach, because of all the veils and barriers that depression throws in the way. Know it is there, and know that it is worth pursuing.
The second thing you already know... you don't have to seek out people who will give you a better opinion of yourself, you have to dump the people who are keeping you tied back from realizing your true worth. You know that their criticism is coming from their own internal problems... but with depression it is incredibly hard to make that leap from "knowing" to "believing". Ultimately the sign of self confidence will be that it doesn't matter what others opinions are or what they say. Hopefully you can get some specific skills and recommendations from others here to help move forward toward that. I would think that it will be much harder though if you always have these people "reminding" you of how "bad" you are, giving weight to depressions tendency to invent such negative thoughts in the first place. I know you can't cut them out of your life, but finding other people, hopefully people without such issues, will give some balance. If you seem to keep finding people who reinforce negative things you may need to make an effort to start looking in other places. Have you been to a support group for depression or any other type of support group? Talking with others, objective strangers who may become friends as well, may help you find a better perspective, and participating in the group discussion may be a natural confidence builder as well.
Good luck, I know it is a difficult struggle, but like I say with quite a lot of things here, recognizing that it is an issue and looking for ways to resolve it is probably the biggest step toward a solution.
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-- The world is what we make of it --
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