Hi, I can feel what you are saying. I am an Ex Soldier of the British Army and since leaving I have told myself that no one will miss me and that why should I keep going just to fight another day.
I was on medication but I stopped it as I found it was not useful, it took away any sort of emotion for me. I went to CBT therapy which helped alot and helped me understand myself and others around me a bit more.
I focus now on my family, I have a little boy and one on the way but I still get the urge to give up, but what I have found that helps is reading a book called "Chimp Paradox" I can do it in my own time and on my own out the way of anyone else, I also use an app called "Head Space" ... I struggled to sleep with fighting my depression and my own mind but this app helped me massively and I slept for the first time in a long time when I used it. I still use it now and its methods it teaches you.
One thing I have found though is that talking really helps, forums like this are great and I hope you reply so i know you are okay too.