You are not alone; at least,... your struggles are shared. I haven't lost the job, but lost an 8-year relationship at the beginning of the month (about 7 days before my birthday). I'm guessing your mental health issues might originate from those events, or maybe not; I can't speak to those, personally -- I'm experiencing my share of depression, but I know it's because of my circumstances.
You're still alive, but you probably don't feel like you're living. Maybe life is becoming a bit like getting from one difficult thing to the next. And those "things" aren't anything that is normally difficult, but feels overwhelming. I've both been there recently and have been there, in the past. It's tough and my heart goes out to you.
Most advice is bad so here comes mine: get from one thing to the next for a little while. Take the time. You need it. And understand one thing: you're not special[0]. Whatever mistakes you're beating yourself up over many, many others have made and experienced the same or worse circumstances. The very vast majority overcome those mistakes, and many do it without medication, doctors or other treatment[1].
And then there's "later" -- whatever that is: During a divorce group meeting a gentleman said something that greatly affected my life: Whether its winning the lottery or becoming a quadriplegic, the happiness of both individuals looks pretty similar a year later. Neither have ever happened to me, but in my own life, that 1-year rule was something that time-and-again proved to be true. And my timeline is typically 3-4 months, not one year. As they say, "this too shall pass".
I've lost a great job in the past. I found a better one. I lost a pretty rough relationship, not by choice, to the point that I'm not interested in doing that again. I hate being alone[2], but I know that the sting will fade and I'll start dating, again. And I know there's someone who will want to share life with me in a way that is more fulfilling than my former relationship was.
Easily the biggest factor, for me, was re-discovering my Christian faith. I realize there aren't a lot of us in this place and I'm not interested in being preachy -- to each his own -- but its really the only thing I can credit with getting me through a really rough tragedy about a decade ago. It wasn't "being surrounded by other caring people at church" which caused me to be less lonely or made my life better because of that. I don't put myself out there very easily. I didn't know anyone at my church and didn't meet anyone until well after those circumstances passed. It was prayers, all of which were answered, several of which were answered in ways that I refer to them as miracles. Yeah, yeah, I can explain them as coincidences, too. They're not but I'm not going to attempt to defend that.
The only other bit of advice I'd offer is stay as far away from alcohol or other mind altering substances as much as you can. One of the ways out is finding a purpose for your life to replace the ones you've lost. This will be impossible if you add another layer of resistance on top of the problems you already have. You lost. You're not a loser. You had a 7-year relationship. You had a job. Those came from something you did and you probably had far more success in those places than you had failure, but you won't be able to see that clearly right now.
I'm praying for you and your circumstances. This time of year really amplifies loneliness. I'm right here with you.
Merry Christmas!
[0] I chose that word intentionally, not insultingly. When I'm depressed it's easy to feel like I'm the only one who's going through what I'm going through and that I'm uniquely cursed. Somehow using the word "special" to describe that situation makes it seem a little less difficult.
[1] I'm not saying don't do this -- I see a psychologist, regularly, now and have been doing that for a few years. Finding a good psychologist changed my life and it might help you, too. I only mention this because it helps to get past the whole "I'm too depressed to call a doctor/doctors, so I'm going to be stuck here forever".
[2] To clarify: I like alone time, I don't like "being alone". My family all lives pretty far away, I have few friends close by, I have a 3-bedroom house with "just me", I have my children part-time. I spend a lot of time stuck with my thoughts these days, but comparing today to 3 weeks ago, I'm happy a lot of the time now -- maybe most of the time.