mmgsc100,
I can relate to the train wreck, but before it was over, I had to retire from my job, fight them to keep from hospitalizing me, and was in the bed for two years. I spent time there, on the computer and in dr. offices. It seems the worse the depression, the worse my physical health as well.
I think writing is a great idea. In my opinion typing them in e-mail is not a good idea. You might try writing them in a word processing program and filing them in a folder labeled (journal). It would be less tempting to send something then. I think writing letters to people (though I wouldn't mail mine either) is therapeutic. I think you should keep writing them but in a safer place.
I'm sorry to hear that your family doesn't want to listen to you. Have you got a therapist or counselor that you see? I think you mentioned that you did but that you pay them. As a former counselor, we don't get into the business to get paid to listen, we are genuinely concerned about people and the difference we can make in their life. I think that maybe it is a good thing to listen to what the therapist/counselor says. Take some of the information from here that you are working on and make it the topic of the conversation. It will help you stay focused on one issue at a time.
It seems you are overwhelmed right now. If you think you are writing good-bye letters you need to let your therapist know this. This is very important. I'll let the moderators address that more.
I hope you keep coming here and writing to us. Start working the sessions, they really do help. They are time consuming at first (or were for me) and I had to really think about them. If you do them and take the time to do them as they suggest, I think you'll find things become easier.