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.