I feel your pain and have suffered (diagnosed by the doc), not just a bit out of sorts
The problem i found was it wasnt so much that anything was actually wrong with my life, but it just highlighted things that you felt could be wrong. Imho the first thing you must recognise is, its a chemical imbalance in your brain, not that there is something actually wrong in your life. My life is no different now to when i had depression, in fact worse, my sister died from cancer and other sh*t, but I am able to process my feelings rationally as I am not suffering with depression at present.
Everyone deals with it differently, there is no one answer, maybe medication, maybe counselling etc
The thing that kept my head above water was, i just knew deep down one day at some point i knew i would feel better as in reality life was pretty good.
No offence meant but i am sure i have read you take steroids, if i misread i apologise, if i didnt, thats the first sh*t you want to knock on the head.