Do you
know if you are actually depressed? I ask because it sounds more like you've stumbled upon a common problem of being conventionally successful. Though trite, the saying that money doesn't bring happiness is mostly true, and it doesn't make up for a lack of spiritual fulfillment, which you seem to be facing.
You see, there's this thing called being sad that you all might have heard of. It's what happens when someone has good reason to feel bad. Before you assume you are broken, figure out whether you are sad or if you actually are clinically depressed. Maybe that means getting a diagnosis, or figuring it out on your own. A lot of people here are jumping to the conclusion that seeking therapy is the only answer for you and that's pretty messed up.
If you aren't achieving anything, and it's achievement in and of itself that you care about, then either focus on what will help you reach your current goal or find something else to achieve instead of doing what you are doing now. You don't have time to wait and find out if you'll get lucky going with the flow. Someday you will get too tired to change, and eventually you will die just as we all will.
So you're not happy with your current station in life. Well, there's likely a reason for that. You're unhappy because whatever you are doing to make money sucks. And yes, all work sucks to some extent, but the point at which you become sad and frustrated is the point at which a part of you realizes the futility of your situation. It sounds like you have an image of what you are supposed to be, and are concerned with how dead people would think of you. Give yourself a break. Nothing you said suggests that you are a bad person, and your grandparents lived most of their lives in a world entirely different from the one you and I share.
Before you go down the road of treating clinical depression, consider that you could be legitimately sad. It's okay to be sad as long as you eventually work your way out of it. There is no easy answer to addressing your problem. You can either stay sad, or you can throw the book out the window and try literally anything (within reason) that might give you a new purpose. Try something you think you might not even like, at least at first. Seeing as it doesn't sound like you are particularly worried about money, you may not have much to lose by quitting on the choices that are making you miserable.
And if you still don't find fulfillment, then you might need to lower your standards. In this day and age, it's way too easy for us to expect too much from ourselves. We can't all be heroes, else there would be no heroes. Some of us aren't meant to achieve anything meaningful besides perhaps raising children, and that's okay. Rather than achieving something meaningful, maybe you can just do something meaningful. Whatever said thing is, if there must be something, depends on what you do next.
But perhaps you've already tried. Maybe therapy would be the right thing for you, and you could even start with therapy. I don't care. I just don't hope that you are too quickly convinced that what you are going through is a pathological problem what it may really be a life problem.
No matter what, at some point, you just need to stop feeling sorry for yourself. In the grand scheme of things, you're still a winner in some respect. You could be sitting in a bare studio apartment for all I know and you're better off than millions of people in the world, and you are better off than many of our ancestors. Yes, a life devoid of satisfaction sucks, but you have time to find fulfillment that others don't. That's at least something to feel good about. You could fail over and over but at least you had the opportunity to do so.
Lastly, if there's anything you currently believe that is disempowering, learn not to believe such things. Ideas that aren't empowering are often wrong and serve you no good.