I have moments of existential despair too. Whenever I am depressed, I try to discuss and debate with myself, rationally and truthfully and uncensored, to find the core issue, and after a while, I feel more content. Sometimes I need to refresh my mind by walking, driving, meditating, exercising, or escaping by spending time with people. Other times, I search for answers to the difficult questions that I pose myself, from outside sources, of which I might consider honest or respectable.
Perhaps you seek happiness directly and examine your emotions whenever you feel pleasure rather than finding the means to induce happiness. Using myself as an example again, I want to engage in a passion or interest rather than directly seek the emotion of happiness. Maybe your definition of happiness differs from those you see around you, or perhaps, they seem happy but suffer from an inner turmoil.
As an INTP, or as a human being, you question your life, what you could do, how you have failed in the past, why you exist, and what the meaning of your existence is. The dread of self-examination and the compulsion that comes with it drives us into disparaging states. We all suffer from a cruel and absurd world, but we project our mentality to shade the meaning or meaninglessness of it all.