First thing that comes to mind: Is anything being overlooked. Is this "just" depression and social anxiety? Or could there be something else going on? eg. ADHD, PTSD, autism spectrum, personality disorder (avoidant, borderline, etc.).
Also, physical health conditions as possible contributing factors: Blood tests to screen for thyroid issues, vitamin deficiencies, blood sugar, inflammation, etc. Autoimmune conditions, hormonal imbalances, sleep apnea, chronic infections, post-viral issues (eg. long COVID) as other possible factors.
I'd look at the type and quality of therapy. There is structured (eg. Cognitive Behavioural Therapy, Dialectical Behaviour Therapy, Acceptance & Commitment Therapy), and then there is the more generalized therapy (talk therapy). Duration and frequency will be a factor. Consistent and long-term will have more potential than sporadic and short-term.
Also, group therapy, or one-on-one, or both. And whether the therapy is goal-oriented (specific direction/goals), or if it's more support-oriented (open-ended). Also a factor is the credentials of the practitioner and what areas, if any, they specialize in.
Any past medication trials, or any current medications?
If first-line treatments aren't working, there may be second-line or third-line options available. For instance, with treatment-resistant depression, there is rTMS (transcranial magnetic stimulation), DBS (deep brain stimulation), ECT (electroconvulsive therapy), Ketamine, for example. (Research thoroughly before engaging any treatments like these.)
going to the gym, eating healthy, keeping a good sleep schedule, brushing my teeth, showering daily, talking about my mental health issues with my family,
These are brilliantly good to keep up with.
It sounds like your depression and anxiety are pretty significant, so I'm thinking the therapy and medication angles are going to be pretty important in your situation, in addition to the lifestyle habits.
Therapy programs (CBT, DBT, ACT, etc.) are meant to teach patients various coping techniques to use in their day-to-day lives. Practice and persistence are important because what you're actually doing is reconditioning (rewiring) your brain. By using these techniques, you're literally making physical changes in your brain that go towards alleviating symptoms.
The lifestyle habits are brilliant. But if your situation is as significant as it sounds, then I would also look at long-term, goal-oriented, professionally-guided treatment -- both one-on-one and group. As intensive (frequent) as you can.
I know accessibility is a barrier for a lot of people. If you want to do a treatment that's not available in your area (or maybe there's a long wait list), you could Google for self-guided programs for CBT, DBT, or ACT (maybe equal preference to CBT/DBT, with ACT as a secondary option). Not as ideal as professionally-guided programs and requires more discipline and willpower, but maybe is better than nothing. ChatGPT (or its other AI ilk) could also help with this, depending on its memory capacity.
I have spent my whole life trying to heal
This is resilience.
And you mention you've been doing therapy, the lifestyle changes, opening up to family about what's going on, trying to make friends... This takes an incredible amount of strength, and I hope you can see that in yourself.
You've hit a wall of exhaustion. I'm guessing most people, if they were in your position, would experience the same.
The fact that you're asking this question right now suggests there's an appreciable part of you that isn't ready to give up. Even if you can't
feel it right now, maybe you can hold onto that and use it to allow for the idea that you still have more fight in you.
You're a fighter -- you've proven that much. Every fighter needs a rest. It's OK to take a rest.
I'm wishing you well as can be and am sending you strength and good vibes in finding your way through this.