Cathy, I am really sorry and concerned for you. I think if the doctor had tested you for diabetes many years earlier, you could have avoided much of the pain or even the neuropathy itself that you have now. You probably had high blood sugar years before you were diagnosed! But that's the past and you have to deal with the 'now'.
1. In my opinion, control of the blood sugar is first and foremost. It must be regulated and it might take some switching of medication, changes of dosage, new medication or a combination of different ones. This needs to be evaluated by an endocrinologist if your family doctor can't do it.
2. Your depression and your physical pain may affect your blood sugar. They would certainly affect how you help yourself, your outlook, your activities. They have to be treated as well. Medication, therapy, physical therapy - whatever it takes.
What doctors are treating you for these different conditions?