I don't have any research for you but I suffered from "real" depression up to my mid-20's. Everybody gets depressed from time to time but the "real thing" is definitely an actual disorder of some kind.

As for whether normal depression is adaptive, I think you would have to go back in time ~20K and see if pre-civilized humans suffered from it like we do.

It's entirely possible that civilization just kinda sucks and that's the whole reason so many people are so miserable. (E.g. https://en.wikipedia.org/wiki/Civilization_and_Its_Disconten... )