How are things going David?
I also strongly agree that be there for her - that is one of the most important things. You don't necessarily have to know what to say, nor do you need to be able to deliver magic words to cure her - but the best thing you can offer, is being present, showing that you care, that you care even if she feels like there is absolutely nothing good about her, her life, and that everyone hates her (like it can be, on really bad days).
I know it can feel VERY straining to spend time with a depressed person, but also as someone mentioned, one may say things one does not mean when depressed. And yes, it is encouraging to see someone trying to bring down the walls - it shows that "even when I am at my worst now, there is someone who cares enough to keep on trying to get close, finds me worthy of company". That is very important, but I know it can also be very difficult on you, especially if the depression drags on and you might start feeling like nothing you do gets through to her. Trust me, it does. But it really might take several months - I don't know how bad it is.
Since I don't know her, I can't really properly evaluate, but it's also a possibility she'd sometimes be meaner than she really wants to, out of frustration that she feels towards herself, or also to sort of test you - "maybe he doesn't really love me, let's just see if he backs off if I'm a bit nastier", while still wishing you stay.
So, have patience, let her know you're there, try to listen for possible situations when she's trying to reach out to you (if she's having difficulties opening up, she might occasionally "get in the mood" and try and want to talk about it, but it might be difficult for her to approach the issue directly) - easier said than done. Let her know why you enjoy her company, and tell & show her positive things about herself and her life, even when she disagrees!
That's what I'd say from my own personal experience as a female who had depression for several years.
When we are depressed we often say things that we dont mean. We do withdraw and put up walls, on the flip side, its nice to see when someone tries to bring down those walls. Sometimes talking isnt necessary. Just a hug, stroking her neck, holding her hand can make more a difference than talking it out. Just let her know that you are there. Feeling alone is the worst of it.
David you sound like a really caring guy. My advice be there for your girlfriend. She may be withdrawn, but she needs you. Just to know you are there for her. She may indicate she wants to be alone, but people with depression do withdraw.
Shame you had an argument. It is difficult for you. Why did she say that the relationship was causing her depression? I think that the depression has just made her more vulnerable. She probably did not mean it. I would say be there, try to be supportive. Expect her to withdraw and perhaps say things she does not mean. Depression is such a difficult illness. She does need you, I am sure. Please don't be hurt by things she might say. We have a habit of pushing people away, but really we need them.
Hope you can work things out.