I was actually listening to a class today which discussed the following idea.
The sin is the door prize, the depression/shame/bad feeling is the prize itself for the YH.
If you feel down degected and depressed, you are more likely to continue to "binge" the YH knows that so he says, let me get you on one sin, and the rest will be in the bag.
It's interesting you separated the two ideas
1. Your bad feelings about yourself
2. Your now distanced from hashem.
Regarding bad feelings, there is a time to feel bad, but mostly krias shma at nigh, tachanun, roah chodesh and elul/rh/yk but don't let it consume you.
Regarding the fact that you don't feel a problem with the averah, rather just because it distances you from hashem, that is the whole problem with a averah.
As the Chazal say. Don't say I can't, rather say I can (and I would) but what can i do that my father in heaven doesn't let me.
All what I said is very different than what people call rock bottom. Rock bottom is something addicts (and non ones too) describe as a moment of clarity when theybrealize how distractive there behavior has been and they are willing to do anything to change (including opening up to real people)
Chazal say reshaim melaim charata - bad feelings don't necessarily equate to change. In order to change, you have to feel ready to do anything.
Put in other words - regret doesn't usually lead to change, but real change can lead to the proper regret.
Sorry for my ramblings, I haven't crystalized my thoughts, I hope you find some of it useful.