Depression
I think that most people who experience severe depression triggered by their dry eye situation are caught completely off guard. There are all kinds of factors that conspire to cause this, as I mentioned before. The very term "dry eye" is so trivializing that it sounds completely improbable that it could affect people's lives so profoundly. Yet it does. Many people experience suicidal ideation for the first time as a result of their eye pain.
For many people that I've talked to over the years, this has actually been their first experience with severe depression, and it's a severe shock to their system. They may barely even recognize it as such. Keep in mind that we all experience depression differently. I think of depression as the whole persons's natural response to severe stress - at every level, body, mind, emotions, spirit. Some are affected more in their thoughts, some more in their emotions, some more physically. (For example, I know that I personally have experienced depression, but I also know I've never matched any symptom list I've ever read while I was experiencing it.)
I have just a few brief pieces of advice about depression:
Keep in mind that depression is a normal part of the eye experience you're having. Depression is NOT an indication that you are not coping well. Depression is simply your body telling you that this experience really is exceedingly stressful.
Get and stay connected with people who can relate to your dry eye experience.
Get help specifically for depression, whatever form that help needs to take. Depression doesn't just make you miserable generally. Depression will make your pain worse, and depression will interfere with good decision making about dry eye treatments, making the whole thing a vicious circle. Do the smart thing - recognize depression, call it by its name and make it a priority to get help.