I really dont have any advice for depression, but I have wondered the same things that you mentioned before,like Christians should not have depression. But through the Bible depression was the mind set of so many, but just for a season. So when depression seems to reoccur as it always seems to, it sends me wondering again. I know very well that painful and scary place and I've seen the beauty of his light that shows me the way out. I just tell myself I'm not in heaven yet. Different things are suffered by different people but all will suffer this world..I have a home to go to and no matter how bad things feel my arrangements can never change. I'll get there....