Change the variables: you can be unhappy in a town doing a job because you haven't got any friends in that town (e.g. colleagues could be a lot older or at a different stage of life to you and therefore not able to be the friend material you need, e.g. to go out on the town with, no time after work to do anything else).
If you move town for a new job then you can find yourself with some initial difficulties to make friends, but, after a brief settling in period you can have a life outside work with a scene etc. This has a lot to do with where you end up living. Just one or two new friends that welcome you in to whatever they are doing can make all the difference.
It is not necessary to take on a career advancing job for such a move. You can move sideways from programming to helpdesk. There are rewards of job satisfaction if you can help people, you can go home with nothing hanging over you, your shift is done. Plus actual shifts, e.g. an afternoon to evening shift, that might help.
On the helpdesk you are learning and there is promotion if you are good to team lead and that might be enough for you. You can go back to programming with a few more strings to your bow. Compared to your peers you will be much more customer focused due to the helpdesk experience, which would become a retrospectively made positive career choice.
Obviously there are other sideways moves you could make, that depends on you and what you can do. Maybe you have an 'angle', e.g. science, or an industry, to make that easier. If you start over in some new town you will meet some new people to live and work with. There is luck in the draw, but how else are things going to change? You could meet someone in the workplace that mentors you, you could get a housemate that shares a few of your interests and welcomes you into his/her social circle. You might find yourself participating in awesome banter, you might find people appreciate your work, who knows, could happen, and that sort of stuff is probably the best cure for depression.
The above could go wrong, or need to be kept on track. Sometimes a secondary house move might be needed in the new job so look for somewhere temporary that is adequate for initial purposes (e.g. saving money, meeting people, proximity) with a view to moving somewhere else, 'more you', when settled in. You will also have to be very committed to making the new job work, there is no time for depression if you have to do that.
It is actually quite hard logistically to start in a new job in a new town but there is satisfaction in surviving that. You will need to interact with people courteously because you don't have all the things you need when you first get there. If it all goes well then it will be fun and you will wonder how you ever were on that pill taking abyss, desperately seeking advice. Accomplishment + achievement = happiness.