I've been depressed my entire life and I'm not even sure why

So I've been depressed for as a long as I can remember. I had a normal childhood with a loving family. But I've always felt out of place. I always felt alone. I always wanna be alone. I started cutting around when I was 15 or 16. Tried weed at 17. By the time I was 19 I had tried almost every drug (even heroin for a bit). When I was 20 I moved away and stopped taking drugs. I then developed an eating disorder (I was a fat kid growing up, which did contribute to my depression). I ended up in treatment in 2008 cause I couldn't stop. I'm doing a lot better now, but still have bulimic episodes sometimes (like today). I hate myself and I hate what I am. I wanna cut myself again but I'm afraid of starting something bad. I constantly fantasize about it though. Almost every day. It's exhausting. What anger me the most is that I've had a pretty good life. Nothing that bad happened to me. Maybe my parents where not home much? They were still very present in my life. So why can't I be normal? Why can't I just get over it?! I've been seeing a therapist for almost 5 years now (I'm 26) and I still feel like crap. I don't feel like doing anything or seeing anyone. Ever. It's hard to be around people. I know it'd be better for me to go out and see people. But I get so anxious my hands literally shake. I'm taking 80mg of prozac a day and anxiety meds. We tried switching to zoloft and some other drug (can't remember the name) and ended up relapsing into my eating disorder. So I hold on to my beloved prozac. But lately it feels like it's falling short. My dad told me to call him if I ever feel sad. But I don't know what to say. I don't know what anyone could do to make me feel better?? I wanna be left alone. I wanna be alone! I don't want my parents to console me. I don't know what I want. I wish I was in a car accident. Just get bruised a bit and get to spend a few days in the hospital. Take a break from life for a while. I would never do that on purpose of course, but one can dream