I'm really sorry to hear you're struggling. One of the worst parts of the depression thing I think is the "I do everything I'm supposed to but nothing works for long" factor. It's very frustrating and feeds in on itself creating more frustration, and even despair or panic.
One thing that helps me is to try to remember what my values are. I don't know if it's actually that important to me to be happy - at least conceiving of happiness as pleasure or joy or something. Definitely I need to feel functional enough to do the things I want to do with my life, and that requires a degree of mental wellbeing or "happiness", but in some sense happiness is then just the means not the ends.
Do you have any really strong values or instincts that jump out at you as being really important? Just as important as feeling better? Maybe they seem like silly things or utopian things like "world peace". Right now, I have a strong value "I don't want people to suffer from mental health issues the way my family and myself have suffered, or end up excluded from society feeling vulnerable." That's why I'm making myself write these messages on this forum. Doesn't necessarily make me any happier. The messages might not even be doing any good. The first few I wrote on other threads were pretty all over the shop and incoherent. This one probably isn't much better. But it's a small thing I can at least try to do to pursue a value, despite my current mental state. Sometimes all I can muster is a very simple "sorry to hear that, hope your managing" type reply.
At other times in my life the values have been different, and when I've gotten really depressed I've done other things like volunteer at a community farm, or volunteer in a community legal centre. I think to be a successful strategy it needs to be simple, achievable and at least somewhat connected to some value you hold deeply. This has worked well for me in the past, and is (slowly) working for me at the moment. I don't have the mental stamina or emotional strength to do my PhD at the moment, but I know I'm together enough to try some support work, and there's heaps of that in demand at the moment so wasn't too hard to get some! There are lots of volunteering opportunities in that space too.
Anyway, long story short, I think when you're really down, pursuing happiness, or even basic well being directly can often be fruitless. They talk about this a lot in ACT therapy, the C part is "commitment to values".
