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

Depression is, in fact, extreme sadness. Sometimes that extreme sadness can turn into numbness due to the fact that that extreme sadness is constant, which is why you'd feel that way if you're depressed. Feeling numb is a common thin between depressed people but it should be something that needs to be considered seriously as this is sometimes a reason which people use to inflict self-harm. Self-harm will not help you recover from numbness. If you are feeling depressed, you should speak with a psychologist to get help. They are professionals and will know what to do to help you better than us, the listeners.

Feeling disconnected or detached from others ,or things you used to find pleasure in doing, may be a sign/symptom of depression. Depression can manifest in many different ways and it all depends on the person and the circumstances around. My recommendation would be to seek professional advise from a trained person who can better assist you in figuring out your symptoms and how to properly cope with them. Understanding how depression affects you can have significant impact on how you overcome such circumstances. Although many people with depression may share certain symptoms, there are particular things that would affect you and have impact on your overall mental health. I wish you the best and hope you feel better!