I agree, journaling or writing a letter to somebody (no intent to actually send it) helped me tremendously, helped me sort feelings and understand why I was upset, distressed, sad, etc.
I would edit and re-edit letters until they said exactly how I was feeling (this might take several tries and many changes to the wording as things became clear for me.). I also learned I did not have healthy communication skills, only those I had learned at home in a sick and dysfunctional household while growing up.
I learned healthy self assertive behavior techniques, how to say no, how to spot when I was being pressured or manipulated, intimidated, how to set boundaries and keep them, and a whole log more.
I could not figure out how to do this by myself, I needed the insights and help of an outsider (my therapist) to help me see where I had learned unhealthy responses to others, and helped me replace that with healthy behavior.
I learned I had choices in almost every interaction with another person.
I had no idea! I had to be taught.
Therapy saved my life and my sanity.
If your depression has been considered "unresponsive" so far, consider learning more and better tools in your toolbox to do life.
My depression has slowly lifted when I recognized I had options and choices and learned how to use them. Sending best wishes.