There's nothing REAL about your depression. You choose to interpret events deliberately in their worst light. You continuously choose to suffer, rather than accept the reality that you don't need to suffer.
You talk about how people blindly follow religions -- you blindly follow your own suffering, and it will destroy you. You aren't real -- you reject your own power to change your situation; you create the lie that the state you are in is the only true state of being, and then you believe your own lie. You pretend that you cannot create your state of being for yourself, and yet, by denying your ability, you indirectly USE this ability, and create a horrible place for yourself.
You'd honestly be better off as a believer of beliefs; you're obviously not cutting it as a creator. You'd still deceive yourself regarding your true power, but it's by far the more pleasant deception.
Why won't you create a meaning for your life? What are you afraid of?
As the topic of this thread is the devil, here's a nice little Nietzsche quote regarding him:
"And to me also, who appreciates life, the butterflies, and soap-bubbles, and whatever is like them, seem to know most about happiness.
To see these light, foolish, pretty, lively little sprites flit about- this moves Zarathustra to songs and tears.
I would only believe in a God that would know how to dance.
And when I saw my devil, I found him serious, thorough, profound, solemn -- he was the spirit of gravity, through him all things fall. Not by wrath, but by laughter do we slay. Come, let us slay the spirit of gravity!
I learned to walk; since then have I let myself run. I learned to fly; since then I do not need pushing in order to move from a spot.
Now I am light, now I fly, now I see myself under myself, now there danceth a god in me."
(Series, this was written, BTW, by an atheist who claimed that death is the absolute end of the self -- not everyone who accepts your premises even comes close to accepting your conclusions, which means you need to double check the logic which connects them).