Hi Stewy,
Sorry to hear of your situation, I'm sure things will get better soon.
One thing I do know about depression is that things are never as bad as they appear.
I'm afraid I'm unfamiliar with social anxiety but the Black Dog has been a faithful companion to me for more years than I care to remember, often accompanied by my own thoughts and fears about the future.
Over time I've managed my depression by taking a few precautionary measures and a cocktail of natural supplements.
Here's a few things that have helped me (I've tried prescription meds on several occasions and I just can't get on with them), some or all of the points will be familiar to you if you've ever googled depression.....that's because they work.
HTP5 has worked miracles for me. My general anxiety is now next to zero and I don't fret about the future. This supplement alone has changed my life.
I also take fish oils, turmeric and a vits and mins supplement.
I've given up booze.
I eat lots of dark green veg. If I'm down and I add cavolo nero to my diet, I feel my mood lift instantly. Don't underestimate the importance of vegetables to mental well being.
Exercise.
I practise (sorry, that a massive exaggeration, I TRY and practise) mindfulness. Google it, it's a hot topic at the moment but it works for sure. Practise, practise, practise it.
I try and focus on the positives in my life, not the negatives. I look at what is going right for me and what isn't.
I've given up listening to the news - it's just depressing.
I try and be productive. If I'm "doing" I'm not "thinking", and I really, really need to think less, is that the same for you?
"Doing" things "mindfully" is the holy grail.
I've learned to be kind to myself, this is very hard for me but I try and give myself love. So for you this might be "acceptance". Accept that your social anxiety is a natural extension of your personality. Learn to embrace it as part of you and not beat yourself up about it. As you've said, for you (and for me), the beatings you are giving yourself are what leads to the depression.
There's more you can do I'm sure but this is what has worked for me.
To put it in perspective, I'm now pretty ok with my life at the moment but historically I've tried to comit suicide once, I was almost sectioned on a different occasion and I've planned suicide on a regular basis over the years.
Good luck to you, do one thing at a time and see what works.