Yep, that's what I meant by ECT. Can't say I expect it to be a particularly promising project even if it ever gets through the various approval processes!
Another thing to consider is the possible dissociation between anticipatory anhedonia and consummatory anhedonia. We tend to assume that we look forward to what we find pleasurable, and vice versa, but this is not actually always the case - recent schizophrenia research for example suggests that schizophrenics have impaired expectancy of pleasure and/or ability to take pleasure in the expectancy of something good, but normal pleasure when something good actually happens (this may be as much do to the meds as due to the illness, as this research was conducted only in medicated patients, and most of those medications block dopamine receptors). My impression is that this may also apply to so-called "atypical" depression - not feeling like anything's going to be good, not deriving pleasure from knowing of something good coming up, but still being able to take pleasure when it happens. Anhedonia in melancholia, however, is much more profound: it's both anticipatory and consummatory anhedonia.
There's at least a few people out there who will say dopaminergic dysfunction is involved in anticipatory anhedonia and opioid and/or serotonergic dysfunction is involved in consummatory anhedonia. That's probably a massive over-simplification, perhaps to the point of being largely incorrect, but if it even vaguely approximates reality, it also adds to the explanation of why some medications that help some people with depression don't help others. Last I heard, though, around a third of people treated for depression with the "standard" classes of antidepressants don't have an adequate response even after multiple trials of different classes of those medications.