My own opinion, which may or may not mean much is this; you are doing too much! Even your 9 to 5 job there is just too much for one person. Depression over one's work is a field of study on its own but without going into that too much I'd like to know, what is your working title at the 9 to 5?
Another thing I would like to know so that I don't presume is what is your education background? You stated you were in the right spot at the right time and was therefore "lucky" to get that position but it's my opinion that the educated person is not "lucky", they work for theirs. If not formally educated then I would say that you've fallen into one of those work traps where an employer feels they do dump anything on you and you won't say no because you are "lucky" to have that job anyways. I've been there, won't do that again.
Anyhow, I think you are depressed about your jobs because you are burnt out, which happens to many who work too much. If I was you, I would reduce some of my 9 to 5 duties by delegation or some other means and I would get rid of the after hours work. Or, do the after hours work instead of the 9 to 5. You really should pick one or the other. With some free hours outside of work, enjoy yourself. You have just this …