I'm so sorry! I definitely can relate to this, though... I have HUGE self-esteem problems but my family and friends are loving and nice and encouraging... And my life is pretty good... Unfortunately depression doesn't need a reason to show up. It's like an actual physicalish problem in the brain where you just don't have enough happy chemicals, so you are NOT being ungrateful and you should NOT feel guilty. It's ok to be sad. Anyone can have depression. You might want to try to see a therapist and talk through what you're feeling and why and how you might be able to improve the problem... Or you can talk to your doctor... I feel like I've maybe been struggling with depression for a while and just recently got diagnosed and I'm on medications now, and they might be helping (too early to really tell but I think so!).
Anyway the most important thing is to not feel guilty. Depression isn't your fault and it can happen to anyone even without a reason. I'm sorry you're dealing with this and I hope you find a way to feel better! <3