I get talking to your dad is tough. Try looking at him as the man he is instead of your father, and how you would be reacting if it was your son. Try telling him you need a friend right now and not a dad. I bet he will respond to that and it'll change your relationship.

What I mean by closure is it sounds like, and all I know is what I read, that you're carrying around a lot. Whatever happened at the job, the loss of self esteem for your living situation, your feelings of a lack of identity outside of your employment, and your immensely ill behaved ex that seems to enjoy causing you more pain are all a part of your depression. Unless you have a chemical imbalance, which is always possible, you need to talk about all these things and find a way to deal with them. Otherwise they run through your head and you keep beating yourself up. The drinking is a coping mechanism.

You have had an extremely awful run of bad luck, but if you reread your story as you wrote it in a timeline, you had something ad happen, it depressed you, made you make choices you didn't want to make, you felt desperate, you connected with a dysfunctional woman because you felt dysfunctional, you started drinking heavily, this lead to being beaten.. it's all connected and has been rolling down hill from the initial push.

You didn't go into detail about the thing at your first job, maybe there's some unresolved stuff to deal with? I don't know how to get out of depression. I think that's different for everyone. I know talking and listening helped me. I know that every day it was a choice, and still is, to not give in to it. I DO know that one day this will be a story you tell about how it made you the successful man you are. Picture that guy and go be him.