The pain doesn’t stop

I’ve been depressed for over a year and the pain doesn’t stop. I’m in therapy, I take medication, and I pray to God nightly asking for the pain to stop and it doesn’t end. It always comes back.

I feel like a failure. I am even isolated from my family and most of my friends. It seems like I just can’t catch a break. Why should I keep believing in God if he never listens to me and only makes me experience pain?