Wow. There sure is a lot of aching hurt around in this world. Even as I read the Bible and see all the stupid things people do, and how desperate they are, trying to fill the hurts in their lives with things other than God, how needy people are and how much healing is needed—it's just heartbreaking. I would love to just give you verses that are universal ointments "for whatever ails ya," but it's different for every person. You, your friends, and God need to meet them at their point of hurt and deal with them as individuals. There is no "one verse fits all." You'll notice that Jesus dealt very differently with Nathanael (Jn. 1), Nicodemus (Jn. 3), and the Samaritan woman at the well (Jn. 4) VERY differently. Our spiritual needs are as variant as we are personalities. I have found it helpful to spend time praying about a person, and seeking the Lord in prayer to give me verses to say to the person. I have found it to be a prayer request that God often honors. As I leaf through the Psalms, or pray as I go to sleep, through the night when I'm in light sleep, or in the morning as I am waking up, often ideas come to mind. And sometimes as I do my own devotions I'll read things that are things that will help the person I've been praying for. Other than than, often as I am talking to them, God will bring verses to mind or words to say to them. But focus on them while they talk, not on what you want to say. Watch their eyes to read their souls, and be in silent prayer as they talk.
You as well as I have learned that all of these things—drugs, alcohol, sex, cutting, etc.—only work for a very short while. They seem so right when you're going into it, wanting so badly to do it, and then you do and you feel great—and then it's gone, just like that sometimes. And the emptiness comes back. But for some people it's the only strategy they have, do they drink again, or cut again, or sex again, or whatever. The more they do it, the more it fills their mind, and they do it more and more to try to keep up the great feeling. It's all a tragic game to fill an empty soul.
Let me tell you a little about myself. About 10 years ago I fell into a terrible depression. Simply awful. I've never seen such darkness before. I contemplated suicide, I cried a lot, I didn't sleep well. I at least had the wherewithal to recognize that, for me, a counselor was not going to be helpful, and medication was not what I needed, but God was my only solution. I started seeking him like a madman, reading Scripture, praying incessantly, reading books, and doing everything possible to find God. Things got better for a few months, and then I took a huge dive, and things got worse when I couldn't imagine it was possible to even get worse. The hole I was in was tragically deep and frighteningly dark. I felt like I was in a 300' deep well of thick mud with a 30' wide cement wall in front of me. There was no escape, and no light. That's when I got suicidal. When there's no light, there's no hope. I kept seeking God. Believe it or not, this lasted about 3 years. I can't possibly share with you my three years of journal entries, but they're brutal. I kept seeking God. To keep a long story from getting longer, it wasn't a sudden escape or light or inspiration, but a gradual (too gradual for me) putting me back together, showing me truths, helping me understand, and teaching me what God really is, what faith really is, and how life really works. Little by little I was coming back to life. When I finally emerged from the darkness of the "mud", I felt like I was on the other side of the "wall," as if in my darkness God had moved me forward all that way, through the awful mud, and back up on the other side of the wall to a new understanding and a new lease on life and faith.
Looking back, I think most people see the wall and the mud and have one of several reactions:
1. They see the wall and mud, and they curse God and walk away.
2. They see the wall and mud, pull back and fill their lives with Christian cliches and try to live at a safe distance from any problems or questions. They keep their faith, but it's only 1" deep, and they're comfortable with it that way.
3. They go through what I went through, and learn the hard way what faith, God, and life are all about.
It sounds as if most of the people you're talking about are more like #1 than anything else. Rebellion, lack of understanding (and don't want to try real hard), think this is all a joke, and fill life with drugs, sex, alcohol, cutting to deal with the emptiness and pain. Some are #2: life is hard, I'll try to keep my faith, but God isn't showing up so I'll fill life with drugs, sex, alcohol, cutting to deal with the emptiness and pain. It's only those who really engage, who ask the hard questions, who wrestle with God through the night, who cry and scream and seek and pursue who truly find. But it's an awful road. Our faith is refined by fire (1 Pet. 1.7) and by suffering (Phil. 3.10). Most people aren't willing to do the hard work of true faith, and so they live in shallow cliches or rebellious substitutes. Both are ultimately unfulfilling pursuits.
Encouragement for you? Be encouraged. God is real, and those who truly find Him find peace. One of my favorite books is 2 Corinthians. Read 2 Cor. 1.1-11; 2.12-5.13; 12.1-10. Fantastic stuff.
What does the Bible have to say about depression? Hardly anything. Most people speculate that Elijah was in a depression in 1 Ki. 19, but the Bible doesn't deal with it as depression so much. God reveals himself to Elijah and gives him work to do. Counselors do use Biblical principles to deal with depression. Here's a link to a 2-minute video by Dr. Larry Crabb, for instance (
https://www.youtube.com/watch?v=yAHVTn1C4lY).
Hope this helps. I've written enough for now, but let's talk more.