I can tell you as a person who has battled a serious depression off and on is that things get really scary and there can be a lot of shame carried by the depressed and fear of abandonment for not being stronger, more fun, etc. So it becomes much more safe to go into hiding. I will tell you one thing that I will cherish for life those friends that stood by me. They were the ones who were not afraid to just treat me like me. She could probably fear the worst, namely that you will confirm that she's not "normal" or "good enough"...so just talking being there for her (AS IF SHE HAD THE FLU) can be enough support for someone to gain some footing to begin their soul searching journey. It was wonderful to get a call from friends who wanted to talk about baseball and didn't treat me as someone "on their deathbed". I feel like I'm rambling, but the depressed person can become very isolated in their own problems and when the pain becomes so great, that's all there is is the pain...so it can be very helpful to talk about external topics (of any sort) to help her get outside her mind.
Also, I found great help by getting over the shame enough to go out and seek help from groups, therapists, whatever. It's like we almost need to be able to say "as alcoholics do", "Hi I'm Ted and I have depression (I'm not depression-that's not ALL that I "am"...but I HAVE depression and there is no shame in that)....it's key to get over the shame. So, if you want to stick with her you have to be strong. Personally I think you have to behave in a way around her as if you have 110% confidence that she will get better (believe me she will sense if you doubt her abilities - especially if you break down crying, etc in front of her)...but be a pillar of confidence that this will pass and even now the chemicals in her body are changing at rapid pace...and she will gain strength in herself as she sees that "hmmm...others don't seem to treat me as someone who is unworthy, pitiful, etc." At the same time, the reality is that you could have to cry "in the closet" and go through a very difficult time...but if you truly love this person, they will forever love your being there for them at their hardest times. One last thing: the thing that most helps me get by is a phrase from a Recovery Group: "Move your Muscles". When hurting, just do "something"...wash the dishes, walk up the stairs, fold some clothes...just starting action cycles into more action....but you can't unfortunately tell her to "move your muscles", she has to discover that on her own and want to do that as if it is her own choice.
ok...this was a stream of consciousness reply. Hope it helps in some way. If not please ask specific question and I can try to me more concise