I'm sorry to hear that things are so difficult, I imagine you must be in a lot of pain to be having such destructive thoughts and feelings.
It sounds as though you want your doctor to be hearing something they aren't hearing, maybe writing down how you feel and about the lowness of your mood might be a good idea then you could give them that and use that to get the conversation to where you feel it needs to go.
I also think it is useful to point out that feeling like we are never being happy is a very common symptom of significant depression, so you doctor may well be right to attribute these feelings to depression, although obviously only you can know how you are feeling. It sounds as though you don't think depression is quite bad enough to cover what you're feeing, probably because people use it a lot when they are just a bit unhappy, so when we hear it we can think of depression like that, but in reality it is a significant and potentially dangerous illness that it is so important to receive treatment, be that medication and/or therapy and similar in order to overcome it.
What do you feel your doctor could do to help you?
Also if you have really strong suicidal urges or even just want a chat because you're a bit low it is always worth ringing
The Samaritans or emailing The RYL
Supporters. If worst came to worst and you felt like you were a real danger to yourself you can also attend A&E and explain the situation.