Hi and Welcome Hysteria!
Thanks for introducing yourself. I understand what you mean about possibly liking the depressive state. I think that of myself sometimes, but have come to realize that mine is just what I view as "normal" for me. It's what I know. I become truly afraid without some of it, although when I get really bad I know it's not normal and it's controlling my life. Sometimes I think of myself as being the "Queen of Saddness". Unfortunately I do not feel the least bit creative or talented so even that couldn't be why I stay here - I think it's just what I know and I somehow equate that with safety, sick, I know.
Maybe since you feel creative maybe you do have the ability to use yours for some good. I've read things that depressed people have written, sung, etc. and they are very deep and touching. But it's only in the saddest of terms that they are that, and I identify all too well. Negative thinking is an awful demon to have to put up with. Mine is relentless and I want him to go away!!!
I'm sorry your running has been taken for now. Is there another form of exercise you could do to help with your mood? I'm going on vacation tomorrow-away from the gym and it's a pretty big fear for me (sounds childish) it's been that big of a help. I'm going to have to find something I can do while there so I'm not a bundle of emotion. I hope you are able to find something too.
As far a CBT goes, I was skeptical also when I came here, it's not quick, but it is helping. The support group is what makes it for me. It's a place to vent, get advice and adjust my way of thinking, but the real help is knowing you're not alone, that you're not the "only one in the boat". I keep writing that there's a lot of support on this site and it's true. Please feel free to reach out, there's really great people here. People who can relate or who have "been there" and have insight. It's a terrific tool.
And so Hysteria, welcome again. May you find what you seek.