Dude, I have a lot of experience here and even from this small snippet it is clear that this is not working for you. You're crying for hours one day a week, you're refusing to get close to people and having normal relationships, you're self-harming...that is not "working," that is hanging on by your fingernails. It can get better, even without medication.

Talk therapy doesn't have to be traditional psychoanalysis or whatever. I'm not a fan of that either. But I went to a therapist who changed my life immensely. In my case it was comorbid depression and severe ADHD. I was outwardly holding it together, like you, and I thought I was coping (spoiler alert: I wasn't). My therapist used a mix of CBT and lifestyle changes to manage my symptoms (so I didn't even really talk in a ton of detail about my depression at first, we'd just talk about very specific self-defeating habits), with a little bit of more traditional "tell me about your family..."-type therapy as the situation required and as I started to feel more comfortable with it. The change was slow at first but my life went from a mix of apathy and self-loathing to me actively looking forward to getting up in the morning. It was hard at first and it got worse before it got better, but it got better than I ever could have imagined.

Full disclosure, I did briefly go on Vyvanse (an ADHD med) even though I was also fairly uncomfortable with medication, but I eventually felt it would be helpful (my therapist did not push it, just suggested it once and let me research and decide for myself). My goal was always to get back off of it if possible and I did after about a year once I'd gotten in the habit of better coping strategies.