You're thinking of clinical depression in terms of needing a "shrink". The common practice now is to be diagnosed and treated by one's primary physician.
Clinical depression may effect mental and emotional states, but it is caused by a PHYSICAL BIOCHEMICAL imbalance and also effects everything from appitite, sleep, energy level, sex drive, and even the ability to dream.
Please learn about it so you can help your W, or at least understand the ailment.
Several of the chemicals that the brain uses to communicate between brain cells are: Serotonin, Norepinephrine and Dopamine. Some people don't produce enough of those brain chemicals (often because they inherited that hardwiring from some ancestor). THAT is the primary cause of clinical depression. Some people have one or two episodes in their lifetime of a period of deep depression. Many, like most of my family, have a constant low level of those brain chemicals--low level depression. When major life stresses come along, it can lead to deep clinical depression. That may be the case with your sister. For people who don't produce adequate amounts of say, Serotonin, having anti-depresants like Zoloft make the differnce between having and not having quality of life.
Again, I strongly encourage you to educate yourself about the condition. There may have been many more things you have been taking personally that are mostly symptoms of depression.
As for your wife--no excuses for going outside of her marraige--but you have no idea how excrutiatingly painful clinical depression can be. Many people who have had at least one major episode of it describe that they would, literally, rather die than be in that bottomless dark abyss ever again.
As you learn more about it, you will be able to give your wife the info too.
