Since you asked here is my story.
Depression: I have never had it diagnosed but I can honestly say that I have had some miserable times in my life. I have not been the victim of anything particularly tragic but when everything in your life seems to be unraveling all at once the little things can add up.
Suicide: I did contemplate it at one point in the early 90's. I did not see any other way out of my problems so I began to plan my death. I would have hung myself. It seemed quite fool proof as opposed to poison or cutting my wrists which could go wrong in many ways. Obviously I did not die. Some aspects of my life started to get better and I abandoned the plan. At this point I have no interest in killing myself. I can see the tree I would have hung my self from the window and no matter what is going wrong I know the worst is behind me.
Social Anxiety: I am not the most outgoing person but I would not say that I have this condition.
One thing I would like to add to this discussion is that not all doctors are equally good. If at some point you find that whatever treatment you are receiving is not working or your doctor seems too busy, preoccupied with other things, uninformed, uninterested, etc. change doctors. Here is the US, doctors are under pressure to solve problems quickly and that can lead to some poor results. Doctors can burn out, get overwhelmed by paperwork, or make mistakes because they are tired and rushed. Sometimes you have to go to a few doctors before you find one who can help you. If you are struggling with medical issues, don't give up.