Have you ever done CBT or DBT? They may not cure (well, unless you are Borderline) but they will help. Meditation, medication, exercise, eating well are all things I do when I am well. But having had many stressors lately those have slipped and I have become more unwell when the depression hit for getting out of the habit of doing these things.

Therapy is helpful to me, perhaps you havent found the right therapist. But its taught me to observe my thoughts and behaviours, accept the way I am and give myself a break. Self nurture, self care, distraction, thought stopping, redirection, challenging thoughts, support networks, time outside are all things I do.