Welcome home. Folks here can be an obnoxious lot and some of the things they say can be a wee bit misleading but they good folks none the less.
Best way to deal with life long depression is by doing. Doing hobbies, doing exercise, doing whatever makes you feel good. Eating crap makes you feel bad which validates your self image and that makes you feel better. Bad idea and you know it. Eating healthy will actually help you feel good, not burn you down.
Read the book, I dont always suggest it right off, you can get most of it free here under the start here button but you sound like someone who has been through the wringer. Read the book.
Since you already have cut out the carbs and sugars et al, work on eating enough fat, possibly more for the first few weeks till you get it down pat. It will help keep you full and will fast track your system into efficient fat burning.
Once you get there go wild, find out how many ways you can make food with veggies, dont let meat and fat become the easy go to foods, there lies failure.
Meat also includes the organs, dont just pig out on muscle meat, add heart and liver and kidneys and bone broth and marrow and and and.
Be creative and read, read everything you can about food and paleo related topics cause knowing is half the battle.