I thought depression meant extreme sadness, so why sometimes do I not feel anything at all?

Along with (or other than) sadness, depression can make you feel physically and emotionally numb. It's possible that you don't quite know how to interpret it too. It varies from person to person.

Depression is the lack of dopamine in the brain, so when you are not feeling sad you can just feel empty

Depression can be sadness. You are probably emotionally numb. Depression can cause that. You get so sad that it makes your emotions seem gone.

Depression doesn't always mean sadness, it can have a multitude of symptoms, which include aggravation, oversleeping, undersleeping, overeating, undereating, and of course emotional numbness. It's perfectly normal to feel nothing at all when you have depression, but of course seeking help while having depression is one of the best things that you can do. Talk to a doctor, reach out for support.

Being sad and being depressed is not the same. Depression is a complex mental illness that affects your life in many different ways. One of the symptoms is the feeling of emptiness.

sadness comes in different emotions. not feeling anything could be a sign of loneliness which is normal with depression

You thought wrong. It's mix of sadness, emptiness, loneliness and other shit. Sometimes it's feels unnaturally good for short time.

Depression is different for everyone. I used to remember seeing comics about depression being "a black dog that follows me around all the time." Which really made me question if I was depressed. I didn't feel like I was being stalked. I was lucky if I felt anything at all. I felt empty and useless and like getting out of bed was a waste of every ones time. That really hurt me in the long run, since I kept telling myself "Oh, I'm not insanely sad 24/7 so I'm clearly not depressed. I'm just a numb, dulled person..." Just because you don't feel 'a certain way' does not mean you aren't afflicted. How we think things are and how they actually are can be really different.

Numbness can be even worse than depression, because at least when you're depressed, you still feel emotions, even if they are mostly negative or lowly. When you're numb, you can't experience emotions at all.

Depression doesn't necessary mean sadness. Sadness is a normal human emotion. Depression is a abnormal, constant, emotional state. Sometimes you feel normal. Even happy at times. Being depressed is basically trapped in a whirlwind of negative emotions with no apparent triggers.