1. Walter Kaufmann’s Nietzsche, Philosopher, Psychologist, Antichrist
2. Basic writings of Nietzsche with Introduction by Peter Gay
Translated and edited by Walter Kaufmann
Commentary by Martin Heidegger, Albert Camus, and Gilles Deleuze
You kind of need to get into his train of thought to appreciate what he's getting at.
Kind of a tough medicine, but it may help you out from the depth of depression. I know Jordan Peterson refers to it in a couple of talks.
Also it is so sharp and so linked to modern identity politics.