It's a chicken and egg situation. Does depression cause more symptoms or does more symptoms cause depression?
I've just emerged from an episode of depression and I can tell you though that having dark thoughts can definitely impair your capacity to deal with this disease. I don't know if it causes more pain but it makes any pain seem unbearable. Discomfort becomes pain. Something you usually brush off becomes your focus.
My mindset now is what happens happens. I deal with the here and the now. I can have pain one day and be ok the next so it's useless to try and anticipate. That helps me fight depression.