Regarding your list of things you haven't tried, you should certainly try 2 or 6 and 7 before bothering with the other potential solutions (if you're able). Your diet and your exercise habits are going to be play the biggest role in your physical and mental well-being. I would not bother with supplements. The general efficacy of supplements is debated and you should be getting all of the nutrients you need from your diet anyway. If you're not able to try diet and exercise changes due to depression symptoms you should consider 9 (and 5 at the doctor's discretion).

Sleep is important but you should only be sleeping for as long as your body needs it. Going to bed earlier can help you find the point at which you're waking up naturally and from there you can decide how much time you need to sleep.

Philosophy and self-reflection are really two very different things. Studying philosophy in my experience hasn't improved my mood. Reading and learning in general might, and you might find that reading about philosophy is a passion you didn't know you had, but you aren't going to pick up a philosophy book and just internalize a worldview that will cure your depression. Self-reflection on the other hand will also not cure your depression, but it may help you identify the deeper triggers in your SAD that you could potentially address. What if your depression is not triggered by the temperature? Your problem would likely not be solved by moving to a warmer country.