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This is rather a personal question.

Sometimes, I am a very depressed individual, and besides other things, I'm struggling with a lack of energy.

It happens that I sleep for 10 or more hours. Usually, after waking up, I'm not actually awake, but just keep on dreaming, being half-asleep. It's very hard to get up: the urge for sleep and dreaming is so strong, while consciousness is not awakened yet... In sleep, often there are nightmares about the conflicts and rejection, although I usually forget everything.

Also, sometimes I feel drowsy during the day. It's very hard for me to maintain mindfulness, often I keep on doing a dull, pointless activity, probably again because I'm deprived of energy.

In AN 7.58 Buddha says:

But if by doing this you don't shake off your drowsiness, then — reclining on your right side — take up the lion's posture, one foot placed on top of the other, mindful, alert, with your mind set on getting up. As soon as you wake up, get up quickly, with the thought, 'I won't stay indulging in the pleasure of lying down, the pleasure of reclining, the pleasure of drowsiness.' That is how you should train yourself.

I really try to train myself like that, but forget about everything in the morning and just "stay indulging in the pleasure of lying down."

So, what would you recommend me to be more alert and mindful during the day, to sleep less and to get up more quickly?

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Present situation is the result of past causes, so it would be interesting to see what led you to that constant state of fatigue in the first place.

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To develop energy we need initiative, persistence and exertion:

SN46.51:8.1: And what fuels the arising of the awakening factor of energy, or, when it has arisen, fully develops it? There are the elements of initiative, persistence, and exertion.

If you're exhausted from exertion, then lying down and waiting for energy can give your body and mind a chance to recharge and retake the initiative. But if you haven't exerted yourself, then lying down won't restore any energy. Fortunately, te Buddha follows with more advice. Indeed, the Buddha recommends various ways of fostering energy in the Nodding Off sutta that you quote.

For example, walking for a time does take initiative, persistence, and exertion. In particular, we have:

AN7.61:8.1: But what if that doesn’t work? Then walk mindfully, concentrating on the perception of continuity, your faculties directed inwards and your mind not scattered outside.

There are several ways to "concentrate on the perception of continuity". A simple one is to count your breaths. If that is too dull and makes you sleepy, listen to a sutta repeatedly (i.e., for continuity) as you walk and see if you can predict what will be spoken next.

I personally tend towards couch potato, so walking meditation has been very helpful and allowed me to develop energy. Perhaps it may work for you as well.

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You should do walking meditation to counter your depression. Walk around focusing on your meditation object of choice.

I strongly recommend recollecting on your generosity (caganusati) and recollection of virtue (silanusati.)

When practicing caganusati reflect on previous generous deeds and think, "How nice it is that I practice generosity in a world tainted by greed."

When practicing silanusati reflect on your observance of the five precepts and think, "By keeping the five precepts perfectly, I have real worth as a human being."

Alternatively, you can recollect on the Buddha. You can do this by thinking "Buddho, buddho, buddho..." over and over again or you can think, "How wonderful the Lord Buddha was: a person that completely shared his teachings with no expectations. He is completely free of ulterior motives, free from defilements, and has ocean-like compassion."

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