"Happiness is byproduct of achievement". That's another paraphrase of Nietzsche's "Life is a will to power". Modern day decadents would have you believe that happiness is absence of pain and woes, a euphoric numbness of nerves, and that you should strive to make your life as comfortable as possible. The truth is that happiness derives from overcoming obstacles, growing in power. This will to power is manifested in various ways, it differs from individual to individual. While some may seek external power in the form of wealth, social status, political supremacy, others will seek internal power in the form of self-mastery, perfection of skills, asceticism etc. Will to power is easily traced in both Napoleon and Jesus. The former sought to physically conquer the world and arrange it to fit his will while the latter sought to conquer the world spiritually with his teachings by refusing to submit to his torturers, causing people to think that his teachings must have some deeper meaning when he's ready to die for them.
Sadness, depression(bar clinic one, that's another thing completely), angst, rage appear when our will to power begins to fade. That's the point where our will to power commands us to seek death in the form of abrupt or prolonged suicide, being that taking our own lives still implies control and power and thus satisfies our will to power.
We do not seek happiness, we seek power. When we find it, happiness accompanies it and we make the mistake in thinking that this feeling is what makes it worthwhile but in reality, it is the struggle that made it worthwhile. While we're fighting for something, we feel pressure and want to give up, but when we accomplish that for which we were fighting, we come to the realization that it's nothing special and that it was the struggle that made it beautiful.
You problem of lack of purpose is all present. It is the humanity's main enemy. Anyone with half a brain and intellectual honesty will tell you that life has no universal intrinsic purpose, because it doesn't. Still, that doesn't mean that self-assigned purpose doesn't exist. And before you confuse what I am talking about with "Pick a random thing and try to feel passionate about it", I will say that in order to feel genuinely fulfilled, your self-assigned purpose must stem from your deepest, most intimate passion - your primary mode of existence. The very core of your being, that which drives you to go ever forward. I know what it's comprised of in my own case, bu what it is for you, I cannot tell you because I don't know. Only you can find that answer.
My advice to you is to reminisce and look for patterns throughout your life. What is that one thing that always made you feel happy, no matter the age you were and external circumstances that befell you? That is the manifestation of your will to power. Find the answer to that and you'll know what to pursue.
If it doesn't match that criteria, you will not persevere.