There’s no use.
It’s too late.
All is lost.
These aren’t phrases we would constitute as delusion but instead, at-lest in some cases, very normal cognition for a severely depressed or even moderately depressed person.
However, some folk can slip out of the distorted thinking in to the distorted believing.In nihilistic delusions the person may truly believe all is lost. That everyone has died or that they themselves have died. In some folk, according to Beck, one may come to the conclusion that some of their organs have been removed and thus are dying.