It is true everything everyone else has said thus far is true about addiction, withdrawal, and the consequences of both. However, what you say is true as well. My own experience was with alcohol. Just as with many of us here it provided me with some semblance of normality, confidence, and connection. Although this did not last it was something else now wasn't it?
I am curious what else you have tried to combat your depression in the past? There are alternatives (therapy, exercise, meditation, healthy hobbies, etc.) to pharmaceuticals available, which can temporarily relieve depression. A couple distinctions are the lack of withdrawal symptoms and the compounding effect over time that healthy habits generate. Most importantly, while gaining some reprieve you also enable yourself to pursue a recovery whose long term and lasting benefits cannot be understated.
Of course, you have heard this all before so let me just ask what led you to this decision or if it was even a decision at all? If you are sharing your first experience with Oxy or venting frustration glad to hear it and as you can see from comments we are all right there with you as far as wanting that magic pill.
"Life is like this dark tunnel. You may not always see the light at the end of the tunnel, but if you keep moving, you will come to a better place." ~ General Iroh