Depression is so hard to get through when it will not let go of you, you have described its grip so well, and the affects it leaves on you.
The desperation for freedom here is evident, and you even set a line out which shows you begging, this was really powerful and emphasised how desperate you are.
The ending is really powerful, mentioning the knife to mark the skin to show the presence of this depression.
I think this poem works so well because it can be relating to the depression, or it could also be interpreted as being under a person's grip, someone who is bad for you, yet keeps coming back into your life.
Great title choice too.
Nice to read your work again :)