I have the same problem - depression with insomnia. I find that going to sleep at odd times and places during the day helps me. When I try to go to sleep at my normal bed time, in my bed, I can't do it. My brain is still going strong, thinking about my life and all the many things that are wrong with it. But, if I try to go to take a nap right after I get home from work on the couch in the living room, I can actually fall asleep much quicker and get better rest. I don't know why it works, but it does for me