Well, I have 2 thoughts on your post. Hope this might help a bit.
So first, I find that when my depression gets me and I don't have a "logical" reason for normal sadness, it's like my mind goes looking for a thought to match how I feel. That's when a take a "trip down memory lane" gathering up bad thoughts. I am not always successful but I try to remind myself that these thoughts are just me trying to match what my chemical imbalance is doing physically. Then I can either try to push them out if I can or just let them happen and accept that this isn't a real external thing happening to me right now, but a real internal thing, and I will be OK eventually.
The other thing is that it sounds like both your wife and therapist need to understand that depression is not something they can argue with. They can't fix you with a few words. They can't fix you at all. It would be like trying to talk someone out of being diabetic because in a similar way, depression is a chemical problem in your body. The best thing they can do is accept and support you. That at least doesn't add to the problem.