One way that my family tries to help me through depression is to make sure someone is always with me. When I had my breakdown a couple years ago, my parents and wife and sister made sure I was never alone.
I’m pretty sure they primarily did this so that I wouldn’t be able to harm myself. However, it was equally valued in that it provided me with company when I was at my lowest points.
I think there is an important distinction to be made here, one that is probably easy to understand but extremely difficult to implement for a loved one going through a major depressive spell. That distinction is that being alone does not necessarily mean you are lonely, and being with someone doesn’t mean you aren’t lonely.