Welcome to the forum. It does take strength to post here so congratulations. Depression AKA the black dog is horrible. Twenty years ago depression hit me like a ton of bricks. I had never felt anything like this. All the symptoms you describe fitted me. I also tried medication, lots of different pills all with horrendous side effects. In the end I stopped taking them. I had a good GP who got me to try an AD from the original group of antidepressant meds, TCA group. It was amazing how much better I felt.
I know people often think meds will cure their depression but it's not so. They work to give you breathing space to stop your brain fogging up so when the meds just add to that it does not work.The AD I was prescribed really helped me to be calm and receptive to help which I had not been in the past. I struggled with thoughts of ending it all. I would tell myself it was OK, I could go ahead in an hour's time. When the hour was up I set a new time. This was the only way I got through the day for a long time.
I met a great psychiatrist just after the meds change. Whether it was because I could see more clearly or not I don't know but she was so helpful. After a while I was beginning to see a way forward or at least a lessening of the pain. You are quite right about the pain being physical. I could always feel my depression from the ache or pains in my body.
I've talked a lot about me and I hope you don't mind. I wanted you to know you can get past all this horribleness. I also knew, beyond a shadow of a doubt, that life would always be this black world. I am so happy I was proved wrong.
You said your wife does not know how to help you or support you. Have you investigated the fact sheets on this site? Look under The Facts at the top of the page and also Get Support. Lots of good information there and it is reliable. You can download any of the fact sheets but must send for the booklets, no charge for these. One booklet in particular may be useful as it is for family and friends. It could help your wife gain a better understanding of your depression and perhaps she would read the fact sheets as well. Depression does not show itself like the 'flu or a broken leg and it is hard to see how it can cause so much damage. The brain really is a strange beast.
Please believe the depression can stop and there is an end in sight. By the way, are you seeing a psychologist or psychiatrist?