I have been a fan of Eric Maisel Ph.D for some time I think he captures the feelings and roots of creative depression very well, his book Van Gogh Blues, which I have picked up many times. I like to remind myself on those unhappy days that sometimes feeling blue is just part of the packaging of being creative, that you have your ups and downs. Anyhow, he has written another book about depression and the introduction article on psychology today's website which sounds like it could be another good book to read.
I particularly liked this paragraph from the summary about how to combat those unhappy feelings:
"Living authentically means organizing your life around your answers to three fundamental questions. The first is, "What matters to you?" The second is, "Are your thoughts aligned with what matters to you?" The third is, "Are your behaviors aligned with what matters to you?" You accept and embrace the fact that you are the final arbiter of your life's meaning. With this approach to life, each day is a project requiring existential engineering skills as you bridge your way from one meaningful experience to the next. By accepting the realities of life and by asserting that you are the sole arbiter of the meaning in your life, you provide yourself sure footing as you actively make meaning."