Hi GR,
I have never had a PEG tube, and so I can't directly address your question about how to deal with the depression that comes with that specifically and the feeling that you will never eat normally again, BUT, I have felt extreme depression from the changes in my ability to eat from taste bud alterations and mouth sores.
Unless they have gone through it themselves, I think it's hard for people to understand how devastating it is to lose the ability to enjoy food, be comforted by it, share meals with others, especially as we move into the season of Thanksgiving, winter and comfort food.
I had 35 treatments of RT, 7 weeks, during which food began to taste like dish soap or poison. I understand that taste changes are individual and that taste buds may not come back for months or even up to 2 years, and that vibrancy will be reduced at best. To have an appetite, I have learned, requires working taste buds! And when I had mouth sores, there were times when the pain from eating was so bad that I felt I had developed an eating disorder overnight and wished for a feeding tube.
Hang in there. As my therapist would say, "what evidence do you have to support the thought [that you will be eating through the tube forever?]" If it will NOT be the case, and I hope it won't be, then is there someone you can talk with, a therapist, to help you through this tough bout? I am fortunate to have access to a free therapist through the Dempsey Center in South Portland, Maine. She has been wonderful and has introduced me to cognitive behavioral therapy to help me with some of my distorted thoughts (google David Burns if you don't have access to a therapist.)
I hope someone will reply who has more direct experience with what you are going through.
Remember, you are not alone out there! People like me are rooting for you and here to encourage you not to give up!
Hope today is a bit better for you than yesterday!