I dealt with this for a while, although I don't think that it was depression related. I think it was more to with stress from work/ moving.

Exercise is good, I think going to bed earlier is counterproductive. You may want to look at sleep restriction therapy- the idea is that you are trying to minimize the time you spend in bed while not asleep.

What do you do when you wake up? Keep in mind that waking up in the middle of the night is completely normal- everyone does it, it's just normally you fall right back asleep and don't think about it. Are you scrolling on your phone, getting up or just laying there? Definitely don't look at your phone at all, that's probably the most important aspect of sleep hygiene.

Ultimately I think for me what helped me get over this was just becoming "zen" about waking up early. When it first started happening to me I was thinking "ah shit not again! I need to relax right now to fall back to sleep! Oh no another 30 minutes have passed and I'm still awake!". But over time I would just wake up early and be like "eh whatever, hopefully I can get back to sleep." Being okay with not falling back asleep makes it easier to fall back to sleep, it's kind of a catch-22.

Other things that have helped:

• I don't like melatonin on a nightly basis. Honestly I don't think taking ANYTHING on a nightly basis is a good idea. Your body will adjust and you will be back where you started. Melatonin worked for me for a week or two and then stopped. I still use it very rarely but only to reset my sleep schedule, like if I have to go to bed really early one night.

-Going back to the being chill about waking up early, try taking magnesium glycinate. Again I wouldn't treat this as a long term fix but it might help short term. It's a mild sedative, I find it helps me sleep more deeply and relax.

-Are you getting cold? I have a high metabolism and I get colder as the night goes on. Adding an extra blanket when you wake up might help you fall back to sleep by lowering your metabolism.

-if you're laying awake for more than an hour it's time to get up. That goes back to the sleep hygiene thing as well. You want to make your bedroom a sleep sanctuary. During the day keep your time in the bedroom to a bare minimum and don't go to bed until you feel properly tired.

I hope it gets better for you m8. Improving sleep is tricky because it's not something you can actively try at, at least not the same way you exercise or something. I should add that there are super-short-duration antidepressants that you can take to fall back to sleep. There mentioned to me by a doctor although I never took them so I don't remember the name of the drug.

Below is my general sleep guide.

From your post these points sound the most relevant:

• Once in bed, no work/study/planning thoughts. Identify and then free your mind of any thought patterns which keep your mind going. Resolve to address them at another time.
• You can even pre-allocate a time to resolve them during regular waking hours. eg. before getting into bed, remind yourself that any thoughts which 'need attention' will be resolved at '12pm tomorrow' or 'during your commute' etc. If they pop up during the night, you already have a precooked answer which doesn't involve waking your brain up even more.
• Don't keep looking at the clock or trying to calculate how many hours of sleep you can get.
• Avoid looking at phone screen once you're in bed, if you need to adjust volume use buttons or remote etc with your eyes still closed.

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General

• Observe if caffeine plays a role, you can eg. avoid it after lunch or after dinner - whatever works for you & your body.

Late Evening

• Avoid cold (bluer) colour lighting & use warm (redder) colour lighting from late evening until bed. This is important and melatonin effectiveness is directly controlled by this ¹. To put it very very simply, we've evolved for redder light = sunset->sleep, bluer = day->awake. Angle of the light can also play a role if you want to go deeper into it.
• Schedule blue light filters on your phone & computers. Should be standard on modern phones & use something like f.lux for computer ².

Before Bed

• Avoid alcohol, lots of sugar or sugary drinks for at least an hour or so before bed.
• Some other otc/"natural" sleep aids to consider: l-tryptophan, valarian, hops, passion flower, chammomile. There's some 'complex' products which are basically derived from these kinds of things eg. ³. [Always check anything you take for possible interactions with eachother or medication you're on].
• Supplements like magnesium can help reduce effects of muscle tension.
• Ensure any herbal teas or other foods, drinks etc don't contain more caffeine than you'd planned for. eg. some chocolates contain caffeine.
• Showering or bathing just before bed can help you relax.

In Bed

• Once in bed, don't keep looking at the clock or keep trying to calculate how many hours of sleep you can get.
• No work/study/planning thoughts. Identify and then free your mind of any thought patterns which keep your mind going. Resolve to address them at another time.
• Is temperature or air flow effecting you? Some people find an oscillating fan can help regulate the airflow & temperature, and the repetition can be soothing.
• Are sounds keeping you alert or waking you up? Consider fan, white noise machine or rain sounds ⁴. You can adjust the EQ to mask specific problem sounds, eg. bass for thumps, mids/high for clatter or voices etc.
• Is light making problems? eg. light from electronics in standby mode, light coming through or around edges of windows, other lights in the house? Identify and cover them or your eyes as needed. Remember blue light is not your friend at this time, blue LEDs might look nice but can mess with the brain chemistry of sleep ¹
• Avoid looking at phone screen once you're in bed, if you need to adjust volume use buttons with your eyes still closed.

Sound

Falling asleep to sounds can sometimes help. Different people like different things on different occasions: music, YT, movies, TV, audio books, ambient soundtracks (rainforest, crackling fire), even boring monotone talking can be good. Avoid any ads if streaming or TV as they're designed to grab your attention.

There are music genres almost designed for sleep, various ambient genres can be great especially if they employ low frequency variations and alpha, theta and delta wave type transitions ⁵. There's a bit of bs around this, but also some legit bio-entrainment science too. In general find what works for you.

If listening, consider using your phone & use a sleep timer app on your phone to automatically gradually lower the volume and switch off after a scheduled time, this can help avoid being woken up by it later in the night. Find the timer periods which work for you. Also ensure your alarm will still wake you.

References

¹ https://academic.oup.com/jcem/article-abstract/88/9/4502/2845835

² https://justgetflux.com/

³ https://www.flordis.com.au/products/redormin-forte/

⁴ https://www.youtube.com/watch?v=7JyE47-Ykjo [Download rather than stream to avoid interrupts/ads during the night.]

⁵ https://en.wikipedia.org/wiki/Electroencephalography#Wave_patterns

It’s not the healthiest idea, but I find that I can fall back asleep after a snack and changing my location. If I wake up at 3am, I might eat a bit of cheesecake (or hopefully something not so fattening, but heavy foods work best, for me) and relocate to the sofa. I put on a podcast that I don’t care too much about (comedy or something that isn’t super cerebral) and I’m usually out again.

Get treatment. Depression is solvable. Therapy and (sometimes) medication can work. They both may require multiple attempts before you get a solution. Creds: bi-polar and frequent depression victim. Currently living a happy (mostly) life.

Listening to an audiobook helps me in those situations. Ideally something a little boring but still engaging enough to keep me distracted.

In medicine we are taught that the first line treatment for insomnia is treating the underlying illness—in your case, potentially depression— otherwise, CBT-i (cognitive behavioral therapy - insomnia).

So my first recommendation is to seek care from your physician for your depression.

Otherwise, there are well described self taught classes for CBT-i. I have told patients to check out the VA's website for this: https://mobile.va.gov/app/cbt-i-coach

It is a lot of the sleep hygeine described in another excellent post hew.

I'm not a medical doctor, nor am I in your exact situation, but I do know a little bit about sleep. There's a broad category of things known as sleep hygiene that are basically supposed to be the "best practices" around sleep. Evidence is good for some things, and inconclusive for others, but in lieu of going to an actual sleep specialist, these sorts of things shouldn't hurt to try.

Stuff like only being in bed to sleep (no watching TV from bed, etc.), avoiding alcohol and caffeine, and giving consideration to your circadian rythym (low blue light prior to sleep, coupled with increased blue light upon waking, it's apparently the contrast that matters more than the actual amounts).

There's also plenty of people who have undiagnosed issues affecting sleep. Obviously you said, for you, it's depression, but that doesn't mean there couldn't be something else at play that could be addressed. If you have the means, something like a smartwatch or an oura ring (which is hsa/fsa eligible if you are in the US) could help tell you if you are moving around a lot in your sleep, or could have something like apnea. Again, not the same as going to an expert, but that's not an option for everyone.

This takes me back to the bad old days!

I will say depressive naps I took probably contributed to this more than anything else. When you're getting 4+ hours of sleep during the day, you'll only sleep so much at night. When I stopped doing that this problem almost entirely went away.

I do suffer from depression. Two things that made a big difference for me in terms of sleeping through the night were regular exercise and wearing earplugs. YMMV

Magnesium. I take 400 mg/day of magnesium citrate and it makes it much easier to sleep.

Also, getting rid of depression helps. For that I do therapy and I exercise.