If her depression is deep enough, she may be emotionally and intellectually unable to
respond to you.
I'll bet if you could get inside her soul, you'd find her extremely grateful to you for
being there for her.
It wasn't until I escaped the worst of my depression (via medication) that I was able
to sincerely thank those who stood by me during the worst of times. And when I
told them of little things they had kindly done for me many years before, things
they often didn't remember but which had huge meaning to me, they were
surprised.
You may think you're not 'getting through' to her, but you probably are.