I was diagnosed with depression with psychotic features 20 years ago. I think what did it for me was that I had been so very depressed for so long that what was left of my mind just went elsewhere for a while. ECT was recommended to me, but I was too afraid of it then. Fortunately, I've had just one or two extended periods of mild psychosis with my depression.

I'm sorry that you suffer from this, it's a horrible part of a horrible illness.