I'm not sure if wanting to die is the "main concern" that you refer to not being able to bring up in therapy or if, in fact, it's something else.
If it IS something else (other than wanting to die) that's "something that nobody can know about"....well, that's going to make getting help hard. A therapist can only help with as much as you're willing to divulge. If you're going to hold back, it's not going to be as effective as being totally open and up-front.
When I read your post, what popped in to my mind was something I read/heard once: "You're only as sick as your secrets."
I don't think you're too far gone. I hope you can find your way out of the abyss.