I've been there. My mum struggled to communicate with me when I was in that period of my life, and so she'd buy me various books that she thought - sometimes through title alone - would get through to me. Almost all didn't. Almost. One did.
Now, I will recommend the book of course, and more, but that's not the message I want to give you. We're all different, we've all got into this differently, and we all get out of it differently - what started things rolling for me may well do nothing for you. My message more is that the answer is within you, you just can't see it - it's hidden from you through no fault of your own; but with the right nudge, the right spark, and you'll start to see a way out - so dim at first you scarcely recognise it for what it is, but it'll nag at you, pique your interest, and slowly, ever-so-slowly, the snowball begins to roll.
Form me, the book was The Glass Bead Game by Hermann Hesse.
I firmly believe that it's no co-incidence that this book connected with me, it is astonishingly well crafted, the author is a winner of the Nobel Prize in Literature, and several of his books, including The Glass Bead Game, "explores an individual's search for authenticity, self-knowledge and spirituality." Reading it is a journey - it takes it's time to get hold of you, presumably with different elements appealing to different people, then it starts to lead you down a very carefully crafted but almost invisible path to a self-realisation.
A modern author, Matt Haig, wasn't on my radar when I suffered from depression, but he is a somewhat unusual author in that he writes self-help books and novels. His most famous book The Midnight Library is particularly good, and it was a page-turning read, though I've not yet read any of his other titles.
Finally, we're getting into books that have nothing to do with self-help directly, but I think are just straight-up amazing and recommend them to everyone, but they're inspirational too:
The Name of the Wind by Patrick Rothfuss is the first book in The Kingkiller Chronicle's, of which there are currently only two out of the three books at this time - so you will be left hanging, as we all have been for years - but it's so very definitely worth it.
Ender's Game by Orson Scott Card is a book that spawned a series referred to as the Ender's Saga or Enderiverse - it's brillant on its own, but I highly recommend reading Ender's Shadow too as it really adds to the first book in an unexpected way.
The author Kazuo Ishiguro is a phenomenal writer and also a winner of the Nobel Prize in Literature. His books are very diverse, but from my experience so far (I'm not finished reading them all) they have something in common to Hermann Hesse's books; they carefully take hold of you and pull you down a very carefully constructed path that you can barely see, but you feel like you've found the way rather than been led there as you must have been! The Remains of the Day is a period drama, not my cup of tea at all normally, but is brilliant and is so well written it made me realise I'd been missing out reading so much pulp sci-fi/fantasy! Another pick is Klara and the Sun, a sci-fi book set from the perspective of an android, which is incredibly well written and manages to shift your perspective on the story so much with so few words.
And so onto my final recommendation, of where to buy cheap books, but I'm going to be sneaky and tell the story of how my search for cheap books helped me overcome my depression.
Charity shops, aka thrift stores, are great for cheap second-hand books - most places will sell them for less than you can find them online - you just might have to do some hunting and regular visits to find them. Now, depending on where in the world you are, they may or may not exist. If they don't, find out what happens to used books in your country and hunt them out there.. it could be church fund-raisers, libraries, etc. But the act of actually browsing all the books and hunting for something new to read is a great activity in and of itself, if you set the goal that you'll come back with something new no matter what!
But it was while looking at used books in a local charity shop that I realised they were looking for volunteers. So I started volunteering. At first I just stayed in the back listing books for sale online. Then I was convinced to help someone on the till, then asked to look after the till, then the shop, then eventually a paid position came up and I applied for it and got it.
I didn't know it then, but that act of volunteering truly set me on my path to wellness. Initially I thought it was because of the objective good I was doing in the world, which would make sense - but looking back it wasn't that at all. It was a more immediate sense of purpose, of socialising, of talking to people and listening to their problems, of getting social cues wildly wrong and learning, and so on. I was in full control of the rate of social interaction, but they always pushed me that touch more - with encouragement, kindness, and support.
Then one day I realised something strange - I was doing small-talk without thinking. It was almost terrifying, thinking back that I've literally just said something I'd not explicitly thought. But then it dawned on me... for the first time in over 20 years, I'd just been myself for a fleeting moment - free from worry and free from over-thinking; no conscious thought process martialling my thoughts and speech. It was in that realisation I knew for sure I'd eventually be OK. It took a long time, many years, and there were some bumps - but my rise to good health was inexorable.
Then the crazy part comes... dealing with emotions again! It had been so long since I last properly felt them, outside of expressing all emotions through negative emotions (i.e. I love my brother so much I would do X if someone did something to him"). I'd say I was actually manic for a while, having really high highs more powerful than the best drugs I've ever taken, and really low lows where I thought I was back at the start again. But having since seen my young nephews grow up, I realise now it was just learning how to deal with emotions again. It's a wild ride, but one to be excited about and look forward to, not fear.
Another element that I really struggled with and slowed my progress was "blame". Who's fault was it I was like this? Mine? My parents? This event? That experience? It tore me up for a long time, there's one thing worse than blaming yourself, and that's blaming those you love. But over the years I came to see that it was a perfect storm, multiple overlapping waves that in isolation would have been tough but fine, but altogether at just the wrong times, sunk the ship. It was nobody's fault that all these waves came at just the wrong times, that was chance.
So my advice is to read some of these great books and those others suggest, get involved with your community - there's so many great causes desperate for your help, and set yourself on the path to find that first glimpse of the dim spark that will inexorably lead to your good health. You might not find it in days, weeks, or even months - but if you keep looking, even after a long break, you will eventually find it.
Good luck!
EDIT: Just to say, the Ender's Game audiobook is amazing - tons of 80's sci-fi sound effects!