That's interesting, personally, it's the song 1-800-273-8255 that always makes me feel a bit better. Because it starts with exactly how I feel, then at the end it makes me feel like someone wants me to get better, kinda. The melody is great as well, the song is so close to perfection.

So here's some of the lyrics:
I've been on the low
I been taking my time
I feel like I'm out of my mind
It feel like my life ain't mine
(Who can relate? Woo!)
I've been on the low
I been taking my time
I feel like I'm out of my mind
It feel like my life ain't mine
I don't wanna be alive
I just wanna die today

[...]

I want you to be alive
You don't gotta die today
You don't gotta die

I know where you been, where you are, where you goin'
I know you're the reason I believe in life
What's the day without a little night?
I'm just tryna shed a little light
It can be hard
It can be so hard
But you gotta live right now
You got everything to give right now

[...]

Pain don't hurt the same, I know
The lane I travel feels alone
But I'm moving 'til my legs give out
And I see my tears melt in the snow
But I don't wanna cry
I don't wanna cry anymore
I wanna feel alive
I don't even wanna die anymore
Oh I don't wanna
I don't wanna
I don't even wanna die anymore

Listening to the whole song is of course a lot different from reading the lyrics, I often listen to this song on repeat during a depressive episode, it helps that tiny bit