I've been bashing myself for 2 1/2 years because I "need this thing gone" and I need to be "fixed" or "cured" 100%. A big part of that is my fear of the label of "mental illness" and the stigma/discrimination/abuse that can go with that, as well as my own, self-admittedly very irrational fears that people in my personal life will use knowledge of my diagnosis/condition/treatment against me in various ways, to "take it all away from me". So it has been very much a constant state of despair because I have done X, Y, and Z and then some in terms of trying various treatments ... and it's still here. In fact, right now, I have to say I'm in just about the worst depression I've had since 2012 when my world blew up in my face.
I'm killing myself doing this - I don't want to have to go to doctors and therapists for some undetermined length of time, or maybe forever until I die. I'm self-conscious about it, embarrassed about it, and generally relate to the OP's statement about "shame-based depression" because that is what so much of my life is about.
2 1/2 years later, and I still do things like ... always park in a different area of the parking lot each time I go to the therapist's office (twice a week) in the hopes that no one will notice my car is there frequently ... if someone else is on the elevator, I will push the button for a different floor and then take the stairs up or down a couple of flights as need be so no one sees me get off on "the floor" since the MH clinic where my therapist works for is enormous and takes up an entire floor in a large office tower. Slink into the pharmacy at odd times (like just before closing) to pick up refills. That sort of thing.
Because I am so ashamed of "being crazy" in this society, and even more fearful of what people might do TO me as a result of "being crazy" - that I'm making myself crazy.