(I didn’t read the entire thread, but one thing disturbed me – shopping, NOT all teens are suicidal! That’s crazy. Having existential questions are normal, but suicidal? I think keep climbing should definitely talk to a professional about suicidal thoughts.
Keep Climbing, you are in therapy and here you have sympathy from kind strangers.
BUT I want you to know that you are the only one that can help yourself. You need to take the reins and make some decisions. Your title is quite revealing – you DON’T want to give in to your depression. So DON’T. There was plenty of great advice given here, and climbing to the top is a process. You need to build yourself up from the inside out. You need to stop relying on other people to feed your self worth. It’s addictive and destructive. What does Hashem consider valuable? The desire to be close to him and the effort made to fulfill that desire.
Self pity never helped anyone. You might feel comfortable being in the state of mind you are in – depression. You need to make a conscious decision to get out of it. That will be harder than staying depressed but so worth it.