Wow, I am well acquainted with depression and conviction...
Warning... Jumping in with out readin all the intervening posts...
There are many flavors of depression. A sense of being "off". Listless, Unmotivated, Just want to sleep.
Conviction is different in that there is a conviction that I've done something wrong and it needs to be addressed.
(The difference between Conviction and Condemnation is that Condemnation is non-specific and doesn't give you anything to confess to God about. The Holy Spirit Convicts. satan condemns...)
Granted, pushing the Holy Spirit's conviction away can lead to depression and can open avenues of attack. Which can lead to suicidal depression.
Which is a sense of a total lack of self worth resulting in the thought that a person is not worth God's Love and shouldn't continue to clutter up the earth.
Never been that far gone, and can't comment on it. But, one thing's for sure that does *not* come from God.
Two very important items are getting enough rest...
And, agreeing quickly with your adversary when confronted with sin, especially if it's the Holy Spirir.
Lastly, trust that He *is* faithful and just to forgive us if we confess our sins.
Oh, yeah... One more thing I've learned is that my Father Loves me enough to discipline me, and He has a big enough 2x4 to get my attention no matter how "distracted" I am.
My God is a Jealous God, He fights for me!
Hope this helps a little.