I really relate to the feelings you describe.
Even with treatment, I still experience severe depressions. Like you, I try to do everything "right," but I get sick anyway. So I have a long list of coping tools. Even when I feel overwhelmed by negative thoughts, there's always something on the list that I'm capable of doing. I feel better (and better about myself) after taking an action, however small--and that builds momentum for taking the next action.
I've also found that being around other people, even if it's just in a public space, reduces the negative thoughts. Sometimes it takes all I've got to leave my apartment, but it's always worthwhile.
My heart goes out to you. I hope you find strategies that work for you.