I feel like I have failed in a way

So, I have a Masters in psychology, worked in counseling for teenagers and have learned so much about how to help people who suffer from emotional / behavioral / mental issues. But for some reason, I feel like I can't help those who are closest to me. I either want to shake them or I don't know what to say. I am always there for my friends, especially my best friends, and I give them the space and emotional support that they need. But sometimes they are too far deep into their depression for me to help them. It is frustrating because you only want what is best for them. What do you do in that situation where depression is really ruining someone's life? They can't seem to snap out of it even though they try to do the things necessary for healing. The only issue I can see with my best friend is she is out of her medicine and can't get any right away. However, there are some unhealthy behaviors she exhibits that doesn't seem to be able to change, like obsessive thoughts. I don't know if it's even more severe because she is not on her medication because it is bad even when she is. I wish I could take all of her hurt away from her but it is hard. I hate to see her struggle. Oh well, if they are using coping skills and it isn't working, there isn't much a friend can do but listen. :(