Can someone who had a major depression, yet never went to a psychiatrist, ever fully recover from it on his own? (i have progressed a lot on my own).

Yes, slowly: We've only had good treatment for a small slice of the time humans have been around. People definitely get better, but it is risky, since depression carries a high risk of death ( via suicide). It may also increase the likelihood of more and more severe future episodes. It will certainly affect social and work roles.

Depressive episode: Yes. Major depressive disorder is characterized by recurrent episodes of depression which tend to last longer, present more frequently, and be more severe with time. Although in some cases, the episodes may remit on their own and not return in decades. It is possible that persons suffering mdd will live productive lives without ever seeing a psychiatrist.

Yes: Spontaneous recoveries have occurred, but the risk of having at least some residual symptoms is greater and leaves people more prone to depressive relapse or chronic low grade depression.