Help from theologically literate people is also an option, in extreme cases they can lead you and watch after your "transformation".
I suffered from depression for basically my whole life. I'm christian but I don't really believe in the concept of god. I used so many different antidepressants. I also tried higher dosages and/or snorting xanax and some shit just to feel nothing.
These antidepressants won't make you feel better, they make you feel numb - You're gonna feel nothing at all, no sadness, no happiness.
I mean if Jesus and/or Antidepressants really helps you that's completely fine. I'm happy that you found something to help you cope with your negative emotions.
But at least TRY calling someone if you're feeling down, or going to a psychiologist. I've never talked to anyone that said: "Yeah I went to that Psychiologist, it sucked, i feel worse now". Consider speaking openly about your problems with a trained professional!
Stay safe!