Hi there,
As im sure you already know from your own experiences, you cant help yuour cousin until she is ready to be helped and you cant force her to want help... its a decision she has to make for herself.
I want to disagree slightly with what akram has said, although I agree with the principle. In his list of statements, I would not use 1, 3 and possibly 4:
1 - What are you doing to yourself... implies a choice. It suggests that she is performing the actions out of choice and that she is in control when clearly she is not.
3 - You don't know how much you are suffering... From my experience, most people do. Telling them they dont know something and implying that you know better is a VERY forward kind of statement and is likely to put her back up.
4 - Dont you want to know your diagnosis? - Your skating on thin ice with this one because this can be taken to mean that a) She wants to be labelled and b) That the label will be the solution. Getting a diagnosis is a good idea and I agree that for some people it can help to know what they are fighting, but perhaps a better way of wording it would be: "If we (implying you are going to stick by her) can get a diagnosis for you, we can see a specialist who can help you better"
Major / Severe depression is a difficult one to work with because you have to be SO careful about what you say as it can be twisted so many different ways. Being firm is a good idea but also be sympathetic and listen to what your cousin wants. Suggest your idea and tell her why. Hopefully she will see that it is better than what she has at the moment and will seek treatment. My sister is going through the same thing at the moment but she is starting the road to recovery so I can tell you that there is a light at the end of the tunnel. It just depends on how long it takes for your cousin to seek treatment.
I hope this helps
Darren