FWIW, I have gone the "natural" route, although I hesitate to use that word. I have had bouts of minor depression and a couple bouts of more serious depressive episodes prior to being in therapy. I firmly believe in talk therapy and CBT, but it's been a long road to wellness. In many ways, I wish I'd taken something to ease the process. My thirties, while not a total waste, could have potentially been a better decade for me if I'd taken something.
So, I'd urge you not to rule it out, but either way, look hard for ways to connect to people. I learned that any level of interaction can help, even if it's just a friendly smile at the gym. Volunteering is a great way to interact with people, often for free. Do group rides, go to a yoga class (many studios offer lower cost community classes). After years of loneliness, I learned to look for places and things that inspire community, not just friendships. Are there any interests you have that are served by a group of some kind, e.g., a community garden or co-op. I know it's hard, but challenge yourself to one group event or outing each week.
Good luck; I truly feel for you. I went through some similar stuff myself.
Live with intention. Walk to the edge. Listen hard. Practice wellness. Play with abandon. Laugh. Choose with no regret. Continue to learn. Appreciate your friends. Do what you love. Live as if this is all there is.
--Mary Anne Radmacher