First, I'm genuinely sorry to hear you lost your job. I know how demoralizing that can be, especially when you add depression to the equation.
I, too, have severe clinical depression. On average, it manifests three times a year for approximately six weeks at a time. It's cost me at least one job in the past, and I know I've quit several on account of "not being able to take it anymore." I'm in the middle of an episode as we speak, trying desperately to hold down a SWE gig at a large Bay Area internet company. My fingers are crossed, as it's performance review season.
I don't have a solution to our mutual problem, but please remember you're not alone.