If my own experience and the experiences of the people I know is indicative of the norm, then thinking about ethics, the horror that is the world at large, etc, tends to encourage depression. And depression, as you've realized yourself, is bad for doing good (but perhaps good for not doing bad?). I'm still working on it myself (with the help of a strong dose of antidepressants, regular exercise, consistently good sleep, etc). Glad to hear you are on the path to finding a better balance.
I've heard a number of people say the same thing about utilitarianism. It's interesting, because learning about it had almost the exact opposite effect on me.
One thing that struck me about utilitarianism right away is that your own utility matters as well as other people's; not only is it ok to do something that makes you happy if it doesn't harm anyone else and to take care of yourself, it's actually the morally correct thing to do, all else being equal. In a utilitarian morality you should help other people, but at the same time everyone should take care of themselves and make their own lives better as well; making sure your own life is tolerable is actually a moral imperative, so long as you're also trying to make the world a better place at the same time (especially since everyone probably has more control over their own happiness and quality of life then over anyone else's.)
Maybe it's because I was raised in a Catholic background and had previously been ingrained with the attitude that doing anything for yourself is selfish and unethical, but the idea that it's actually morally correct to let yourself be happy was a big shock to me, in a positive way.
Which isn't to say that people should waste a lot of money buying themselves useless things when that money could go to better uses, but I never liked doing that anyway, so that didn't really affect me. Just the revelation that on some level taking care of yourself and letting yourself be happy is the morally correct thing to do was a very helpful concept to me.
In March 2014, I posted on LessWrong an article called "Two arguments for not thinking about ethics (too much)", which started out with:
I ended the article with the following paragraph:
The long-term update (three years after first posting the article) is that starting to shift my thought patterns in this way was totally the right thing to do, and necessary for starting a long and slow recovery from depression. It's hard to say entirely for sure how big of a role this has played, since the patterns of should-thought were very deeply ingrained and have been slow to get rid of; I still occasionally find myself engaging in them. And there have been many other factors also affecting my recovery during this period, so only a part of the recovery can be attributed to the "utilitarianism-excising" with any certainty. Yet, whenever I've found myself engaging in such patterns of thought and managed to eliminate them, I have felt much better as a result. I do still remember a time when a large part of my waking-time was driven by utilitarian thinking, and it's impossible for me to properly describe how relieved I now feel for the fact that my mind feels much more peaceful now.
The other obvious question besides "do I feel better now" is "do I actually get more good things done now"; and I think that the answer is yes there as well. So I don't just feel generally better, I think my actions and motivations are actually more aligned with doing good than they were when I was trying to more explicitly optimize for following utilitarianism and doing good in that way. I still don't feel like I actually get a lot of good done, but I attribute much of this to still not having entirely recovered; I also still don't get a lot done that pertains to my own personal well-being. (I just spent several months basically doing nothing, because this was pretty much the first time when I had the opportunity, finance-wise, to actually take a long stressfree break from everything. It's been amazing, but even after such an extended break, the burnout symptoms still pop up if I'm not careful.)