Move on. Try a new environment with a new company. I am in a similar boat. My current job just sucks. My state was just flooded with 18 inches of water and the interstates are closed. (Hell, while I was typing, my cell chimed an emergency evacuation notice for a nearby county.) We were expected to be at work or take a vacation day. That is just the most current example.
I am opting currently for the safer route of finding a job while I still have this one. I am looking for pure remote work, so it will likely take me a while to find something.
If the depression issues continue, seek treatment. Whether you're at a new job or not. Take care of yourself while you have the means. Depression will greatly hinder the search process.