You do things you’ve never done before.
There are 2 reasons for depression, mental illness, and sadness. If your life sucks, it sucks. You can have a better outlook, and that works for millions of ppl, but there are other answers to improving a horrible life. Exercising boosts happy chemicals, good sex, games, books, tv, if you are broke? Go find a sugar daddy, the excitement of manipulating a horny dude can give you purpose, or at least help you find one.
Religion as helped plenty of depressed women. You have options, you haven’t killed yourself, so there is something keeping you alive, just try ANYTHING. Anything I’ve suggested, anything someone as suggested, anything you’ve thought of, do it. Nothing you do can be worse than suicide. And if I’m wrong about that, and you make your life worst, suicide will still be on the table.