Often the "answers" to why one is depressed can be hidden under many layers. It can be from a psychological source, a physiological/neurological source (an injury, etc), or a physiological source BROUGHT ON BY a psychological source, that may or may not continue to exist.
The last part is in my experience the thing people are missing that creates a lot of arguments, especially around medication. I have gone through lots of trauma growing up, and I only recently learned of the role of the interplay between the physical and the mental. I had always eschewed medication - and I still think it to be /mostly/ a first-aid treatment. There's nothing to say that someone has a long-term physiological imbalance, or one that we don't know how to treat. Therefore its valid if someone needs to be on a medication for the long term. The saying goes amongst people I know - "If you can't make your own neurochemicals, store bought is fine.".
For me, medication allowed the relative calm in order to directly tackle and address childhood trauma and patterns of thinking that ultimately result in acute depression and anxiety. Unawareness of those triggers or ways to deal with them leads that acute depression/anxiety to become chronic over time, where no trigger is necessary.
CBT (cognative behavioral therapy) is a very good way to identify patterns of thoughts or thinking that doesn't make sense, or create a reaction that is far outside of the range that a person would expect. You end up having this moments of unclear thoughts when digging into past events, or things that upset you, or thoughts about yourself. I have learned to relish those - that means I'm learning something or making a connection that I didn't have before.
Finally, approaching entirely from the psychological side does not always give results. Having gone through lots and lots of cognative behavioral therapy, I'm fully aware when I'm being irrational or have a stronger than expected emotional reaction to things. I even apologize while I'm doing it! But it wasn't until I dug into a different type of therapy, EMDR, that started to approach from the physical side of things. I started to learn to notice things that were making my hands ball up in anger, even though I didn't notice them before. I learned that I dissociate sometimes and don't form memories of when I'm upset, which severely hampers my ability to address the things. All of this to say, its complex. It all has underlying rational reasons behind it, and seeking out information and building your own mental model of, well, your mental model, is a very helpful way to go about it, though it takes a long time.
So try medication, try therapy, try different types of therapy. Its extremely difficult. Its sort of like performing surgery on yourself. But there is always another path and more things to learn about yourself.