Hi Patrick - I was a sex addict for many years, and have experienced some of the things you have. I also had issues with Depression for many years.
You might want to start by reading "The Mood Cure" by Julia Ross. This book has good advice on supplementation and diet for Depression and related conditions. I think it would help you with your issues. As far as the sexua| addiction goes, I found that mine started to improve when I started healing from my adrenal fatigue. As I detoxed and did further work on my health, my sexua| addiction issues went away.