Just want to understand

I'm a freshman in college now and I just relapsed after a considerable amount of time. Depression and anxiety are things I've struggled with for a long time, and I'm told it runs in the family. I've been in therapy for nearly 4 years and my second attempt at medication just ended badly again. Meds seem to only help by making something much worse in exchange, and I can't do it. I was invited out to drink last weekend with a group of folks and, after I was drunk and said I needed some air, I stood by the edge of the river and prepared to jump in. I've never had anything like that happen. I knew I wouldn't have survived and I was calmly preparing to do it, it's the closest I've ever been to something like that actually happening. Tonight, I cut my legs again. I've always just wanted to understand why I'm doing or feeling any of this. It feels like I'm proving to someone or to myself that I'm suffering, and I don't know why that's so important to me. Of course, I struggle with self-esteem and guilt a lot as well. I just don't understand myself and, after so many years of what feels like trying and trying and trying to get better, I look back and feel as though I've gone nowhere. I want to feel happy so very bad, and I want to feel proud of myself for the things I can do. It feels like I get bits and pieces and no matter how good the circumstance, I can't hold onto the feelings I want to hold on to. My friends and older folk in my life have always applauded me for having "wisdom beyond my years" or "very developed emotional maturity." It feels like bullshit. I can't even take care of myself, let alone anyone else. I'm scared that I'm gonna hit the deep end sooner or later.