I've been daydreaming since I was a child. I'm on meds now for depression, but they do nothing for the daydreaming. I've noticed lately I can't watch TV , read a book, or do anything that I can't incorporate into my daydream. In the past I could at least watch TV or read a book.
I would recommend maybe scaling down to even simpler tasks, and focusing with all your might to achieve them. Although MDD may seem to be getting worse, there is a way out. Tell yourself that you want to write or draw something for two minutes, and during those two minutes make sure that you're in constant action. Over time, your concentration may increase and in time, your daydreams will decrease. It's an extremely difficult process, but I know you're strong enough to make it though. Good luck, and please don't hesitate to ask for any advice or questions!