This field is very complex. It goes up to pathological reasons to matters of heredity.
Generally, cases of depressive disorders are not simply solved by means of awakening and enlightment. Also any perception of a "higher self" or aknowledgement of "all-connectness" is no indication to genarally heal depression. In some cases yes. But not in general.
Since I also have to deal with it, I have met counless peole dealing with it, and many of them are highly sensitive, intelligent, caring and loving. They know more than others connections and backrounds.
I have observed, that many goodwill spiritual people cannot exactly understand the case. They think while growing in perception and awakening there should be also a growing rest in the soul. Healthy people often believe a healing from depression would be a normal spiritual process.
The truth is different. People with depressive disorders mostly struggle their whole life with it. They have to arrange with it. And that is not bad at all.
Depressiove people have often more sensitive skills than "normal" ones. Many musicians and artists have suffered from depression. Obviously this is a reason many people with depressive disorders become philosophers and people of heavy thinking. On one hand this is absolutely sucking once in a while, otherwise it leads to deep levels of creativity.
My feeling of not really belonging to this world has never faded away entirely. The main subjects in my dreams has always been flying and the big, blue ocean. I saw unbelievable flying machines in my dreams, and often I could fly. Sometimes I fell from a great hight to the ground.
But I am aware, that I have to be here, that I supposed to be here. And I do not get rid of the feeling I am strange here. And many told me similar stories. And I assume, that somehow arranging with it is also a kind of healing...with a thorn in the flesh, as Paul once said.
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I understand you.
You might try to follow your way hopefully without that shit.
In case it comes to you one day, you maybe remember our conversation.
Sometimes it is not the absense of depressive mess, that is a bliss, but a more or less gentle way dealing with it. You can`t compulsively change the ways it works, only when it is supposed to happen. Dealing with it is more than nothing.
Might be one little reason...
A big deal is also chemistry in your head you have no influence...