I am sorry you suffer.
You may, at times, feel alone; yet, you are not all alone in your suffering.
I, too, have had treatment-resistant depression (first diagnosed as severe atypical major depression and more recently diagnosed with BPII, Bipolar Depression.); it's been at least 40 years of severe depression.
It has helped me to learn more about mindfulness, learning to (try to) live in the Present Moment. I still have some very trying times; yet, so far, I have made it through.
Our friends have mentioned other helpful approaches like DBT, etc.
Learning coping skills is vitally important.
I hope life gets better for you very soon!

WC