when i was living with deep depression, i learned coping skills that i later found out were also used by Prisoners of War in Japan and Korea (the worst of the worst). essentially, wanting out is just wanting... learning to live with what you have is critical to having a life.
since i have overcome being depressed, but not yet from having memory damage, i cannot list the skills i used. but i do remember that i made little quotes for myself, like: practice practice practice; and delay, defer, distract. the really important part is to hold on to what sanity you retain, and look for any kind of goodness, focus on that. "the Mind magnifies what it is focused upon."
best wishes~