I have had severe depression for over a decade now, I am in my mid-twenties so since a bit before adolescence, roughly. Majority of my life. Been taking various medications for a decade. Nothing works. I don't really remember what it's like to not be depressed.
For those who do not have a point of reference for this disease, here's a semi-accurate description, or as short as I can fit in a few sentences: imagine telling yourself that you're an empty husk of a human being, or that you'll never be happy - et cetera, it's different for everyone - and imagine doing that every day or almost every day for a decade. It wears on you. Eventually you believe it.
There are a number of factors which make it hell and there are few options.
Everyone says they're willing to talk; I'm sure some or most of my friends/family are truthful, but a. it's impossible to know whether they're genuine about that beforehand, since it's a rather heavy discussion, and b. even if they're truthful and willing, I am scared more than anything of pushing friends away - having them consciously or subconsciously avoid me, even somewhat. I realized that being with my friends is the only thing which brings me joy in life, and probably ever has for the most part. I'm probably anhedonic. I've brushed with suicide but never attempted, but if I pushed my friends away I would probably do so.
Psychiatry exists and it is a good option. Unfortunately, unlike other disciplines in medicine where a course can be charted given enough information, there is practically never enough information to figure out the best course of treatment. The way we figure out which medication(s) work is by trial and error. I have a decade-long spreadsheet and nothing has worked, except for a mood stabilizer that does not actually help the depression, just prevents minute-to-minute swings. Most psychiatrists, or at least the ones I've tried except one, are not willing to be aggressive with drugs and dosages since that isn't necessary in most patients. It takes several weeks or even a couple of months to titrate a drug to a dosage high enough to prove it doesn't work. More aggressive drugs and dosages tend to have worse side effects and withdrawals, to make things even worse, but if you've tried all the first-line drugs then the available options become less mainstream and fewer psychiatrists will have the experience to deal with them.
Therapy works for some people, cognitive behavioral therapy works for some people. It doesn't work for me because I don't have the strength to put enough effort into it. It's heavily dependent on the therapist.
Finding psychiatrists and therapists is a crapshoot. The state of reviews and patient feedback is pitiful. Legitimately good professionals have a months-long waitlist and may be too expensive anyway. Who insurance covers is also a crapshoot.
If I'm in a particularly bad state, I can't tell anyone, not friends, family, doctors (especially internists and other non-subject matter experts), therapists, and so on because I don't want to be hospitalized. Involuntary hospitalization does the opposite of helping: best case I leave in a worse state than when I went in. Worst case I would leave actively suicidal since it disrupts your life heavily. I was hospitalized once because my family and I didn't know that it wouldn't help. It absolutely drove me insane, almost literally. Many physicians won't hesitate to pull that trigger for liability reasons (emphasis required for how fucked our system is) and its impossible to know who's trigger-happy. Friends and family don't know that it's hell. The suicide hotline is exists only to funnel suicidal people to involuntary hospitalization. That may be useful in many cases but it teaches you after one instance to never express these emotions, to lie to psychiatrists/therapists, to never call a helpline.
I'm stuck in this body, unable to express what I want or need, except perhaps on here, where there is even a slight change intelligent discussion may occur, and from where I cannot be traced (or at least it's sufficiently unlikely). But I won't get any emotional relief from it, either.
I had a friend who died by suicide a few years ago. The scary part is that I am certain he came to that conclusion and course of action logically, for reasons I certainly will not list here. And I have come to those same conclusions, except I do not have the cajones to actually go through with it, and I am scared of death. But it will come for me in the blink of an eye anyway, no matter what I do.