I agree with the others; "You should be grateful" wasn't a good response by your sweetie. I suppose we'll excuse her because she feels like crap. But the heart wants what it wants. You can't just "turn off" your wants and needs to please her (or balance out some duty of gratitude). She is limited and you by extension are limited along with her.
It seems to me that sex is the great big elephant in the room that neither of you wants to mention out loud. Even if nothing can be done to fix it, I wonder if talking about it wouldn't be healthier because then at least you could express your feelings to each other about it. The unspoken has a way of growing and growing until it explodes.
Definitely don't do this alone, and don't try to be a caregiver alone. Get help. And change therapists if your current therapist is just cycling you through an orbit. Get someone who'll be duly alarmed about, and appreciative of, the specific problems you're up against. So far I'm not hearing what your current therapist is even doing to help you detox from the depression, and that concerns me. What do you talk about when you're in his/her office?
IMO, sexuality isn't something anyone (unless they've been asexual all along and don't like sex) should give up quickly or easily. Yes as we age our libido often decreases. But even then people don't generally abandon it altogether. Humans are arguably the most sexual species on the planet. Yes bonobo chimps are more licentious but human anatomy, plus the way society is simultaneously innundated with sexual and anti-sexual messages, speaks for itself. Humans are generally obsessed with sex, even when they're turned off by it for some reason. If you can't have sex, at least have enough self-acceptance to proudly bear the desire for it.
Just some thoughts,
Love means never having to say, "Put down that meat cleaver!"