People suffering from depression are experiencing a negative feed back loop in their brain chemistry that is killing their ability to feel emotions properly. It's not sadness, so much as a void. An emptiness that no amount of anything can fill. It is usually caused by a severe stimulus, like trauma, damaging the receptors that process serotonin.
Ultimately you can express it by having scenes that show an increasing sense of dread. As their life that should've been better after escaping their abusive parents, is proving unable to make them happy. Favorite foods, fresh air, new friends, or lovers. Nothing feels good. It's all blank, like static on an old TV. That lack of stimulus becomes increasingly numbing until they lose the ability to consider the value of their existence.
Based on what you wanted, survival instinct probably kicks in, and prevents them from accomplishing the task, either before or during the attempt. A near death experience is ideally avoided, because it's usually not that happy of an ending, it's better to have them stop before trying. Regardless, almost anyone can see they have a problem once they reach that step. The character can learn how their illness works in a clinical sense, and then work on slowly but surely combating it. They may never fully recover but, they can at least improve by rationalizing what's happening.