I know what you mean. I have suffered from depression like my whole life it seems. I think I may be agoraphobic and have bad panic attacks. Though I am on prozac now and hoping it will help.
In some of my lowest points I wondered why do I sabotage myself? Why doesn't it feel like I want myself to be happy? and it made me think that it was kindof like my whole life I had been on some crazy restrictive diet- eating almost nothing and always starving (for happiness, self-love, etc..). and then boom this tempting chocolate fudge cake is at my door (self-hate and all that negative stuff). It is easy and right there and when you eat it, in some strange way it is comforting though you know in the end it will make you sick and hurt you.
I just went for that right then sudden bit of emotional high I would get from being sad instead of the healthier better of being actually happy. I think it is the same way with food too (lol real food) like instead of making healthy meals for myself I would scarf down a huge pizza or enough mac and cheese for 10 people because at that moment it felt comforting even though it was gonna make me sick, sad, fat, unhealthy, etc...
It is so hard for me to be in crowds of people or even around a few people without having a panic attack. and yeah getting attention is super scary lol I am afraid that when I start losing the weight and it is noticable of having people tell me. What a silly thing it should make me happy but it is so scary lol. I think part of it is that being over weight I just always wanted to hide away and not be noticed. I wondered what people were thinking about me, judging me, laughing at me etc... and if I am losing weight are these people gonna be acknowledging that yep i was fat eek.
it is scary and so difficult. i just keep telling myself that life is a journey not a destination. Every moment should be filled with happiness and that i cant wait for some magick moment to happen to make me happy i hope it gets easier though.
Goodluck to you

*hugs*