It is important to remember that all Benzodiazipines like Diazepam are physically addictive along with other depressants drugs such Alcohol and Opiates. What makes Benzo's so dangerous to just stop, Is that the Withdrawal symptoms can cause fitting, in some extreme cases. Your Dr is right in taking you off slowly, accessing some other support alongside your withdrawal plan will also help. Good luck
Hey, I get guilty about feeling down as there are millions of people worse off. All you can do which is what I do now is get up and take 1 day at a time and try and acheive what you can. This is more down to my profession than anything else.
Good luck anyway, I do have someone close who was pilled up for depression but is now clear of them. not back to perfect by a long way but at least (mainly) of this World.