Depression is both a cause of and result of hopeless thinking. Once your are on that cycle it can be really hard to break out of it. Consider a checkup with your doctor in case there is something physically wrong in the mix. But more likely you want to see a therapist or psychiatrist to talk through what is going on. They can be incredibly helpful at helping you get out of that cycle or at least stop feeling worse and worse. If nothing else try reading books or blogs about people living with depression to maybe find some help or advice.

Read "Your Money or Your Life." It will help you clarify your thinking on the job front. Some people I know use it as a spark to change their situation. Others find it helps them find peace where they are.

Most of all: you have a lot going on with you right now. If you can find a way to carve out time to do something for yourself and by yourself that can help make the hard parts of your life seem less insurmountable. Try offering the same to your wife. She may be just as depressed as you are and that is part of the nagging.

Lastly, don't worry about the less than a year thing. People understand sometimes things don't work out. When you interview for other jobs don't say why it was awful, just say it wasn't a good fit and have some innocuous reasons to hand for why that was. Preferably some things which your new employer would be doing differently.

It sounds like you have a lot to offer once you figure out where you want to go towards, not just away from.