I'm assuming that you are not depressed but feel depressed occasionally.When I'm over depression, I think, "why did I ever feel the way I used to?" but when I'm not feeling manic, it's so hard to think of what it felt like to be thinking that. No matter how happy I get, I always return to this state of hopelessness where all I can think is, "what's the point of going through this? I remember happy moments, but they can't be worth what I'm going through now." I feel whiny when I'm like this. But I also feel like it's not my fault, and I can't do anything about it. Emotions are uncontrollable for me. For me, they have nothing to do with external, controllable things. I see people around me who seem depressed and then all of a sudden they get some money or a boyfriend or something and they're happy. Why can't happiness be that easy for me to achieve?
I have moments of existential despair too. Whenever I am depressed, I try to discuss and debate with myself, rationally and truthfully and uncensored, to find the core issue, and after a while, I feel more content. Sometimes I need to refresh my mind by walking, driving, meditating, exercising, or escaping by spending time with people. Other times, I search for answers to the difficult questions that I pose myself, from outside sources, of which I might consider honest or respectable.
Perhaps you seek happiness directly and examine your emotions whenever you feel pleasure rather than finding the means to induce happiness. Using myself as an example again, I want to engage in a passion or interest rather than directly seek the emotion of happiness. Maybe your definition of happiness differs from those you see around you, or perhaps, they seem happy but suffer from an inner turmoil.
As an INTP, or as a human being, you question your life, what you could do, how you have failed in the past, why you exist, and what the meaning of your existence is. The dread of self-examination and the compulsion that comes with it drives us into disparaging states. We all suffer from a cruel and absurd world, but we project our mentality to shade the meaning or meaninglessness of it all.