Being a person with a history of anxiety and depression I feel I can add to this discussion.

When I am as depressed as it sounds your girlfriend it usually is accompanied by a debilitating sense of lack of self-esteem. I feel terrible about myself and worthless. Consequently I feel unworthy of good things happening in my life - including relationships. I have, myself, sabotaged work and relationships on account of my feeling so worthless and undeserving. I think this is what is happening here.

I was able to navigate my way through my last bout of severe depression luckily without ruining the good things in my life. I had a boyfriend extremely understanding and supportive. It was he who ultimately led me through the depression. I wouldn't have gotten the much needed help I required if he hadn't been firm - but gentle - in my doing so. In short, he became my hero.

Does this make any sense. You seem like a really great guy wanting to stand by her. It might require ultimately and intervention.