I know those thoughts, I also wonder just the same, believe me you are not alone, I find living extremely difficult and I´m sad.
I´ve been noticing your posts for a while. I understand that your family won´t acknowledge that you have some issues to be dealt with, and that therapy could be a good idea. Why do you have to pay attention to their opinion. I have started to keep certain things from my mother especially, because whenever I complain about things that happened in my childhood or youth, whenever I poor my heart out to her, she always always says something that insults me/hurts me, and I know by now that she can definitely not help me or say anything to make me feel better.
Maybe you know Bill Hicks. Well, his wise/comic/serious shows have sometimes helped me to think in a new way about being me and having a lot of depression, sadness, difficulties with people. He seemed to be a probably sometimes depressed person too, with a lot of things annoying him, but at the same time he was able to see (and encouraged people to see) life as a short journey to be enjoyed.
Do you like to read?? I can recommend many books that actually have helped me. (Even though I´m still kind of miserable, but I have found relief in certain books)