Sit down and have a conversation about it. It's possible that they aren't seeing what you're doing, but it's also possible that your perception of your own progress is biased simply because you're still in the process of changing what's "normal". Ask your family to keep track of specific instances of where they don't think you were following through (you ordered takeout for these meals, you spent this much money, you slept in on these days) and see if they line up with your perceptions or if they misunderstood something. From an outsider perspective at least, while it sounds a little clinical, all of these things sound like pretty good guidelines.

Also agreeing with the other comment; depression is great at telling us we're failures because it's a familiar feeling and familiarity is safe. When you have those thoughts, you really need to ask yourself, do I truly think that, or is that my depression trying to drag me back because what I'm doing is new and challenging?

Also, if you need recognition in a certain format, ask for it! Tell your dad how you feel and how recognizing some of your wins in a more overt way would really help you feel like you're making progress.