Your talk of Happy Memories sounded familiar.
I have found when down that reading other peoples happy memories or writing down one of mine can help to lift the mood.
This sounds all very well, and is actually more difficult than it sounds, you did say "It is hard to recognize happy memories when you feel down" which is very true, however if you can it is well worth it.
I have a thread:
Staying well /
Store Your Happy Memories Here:
Which attempts to do just that. People skim though it reading anything that catches their fancy, or write down a memory of their own that is pleasing to oneself and others too. It makes a change from the problems people have and seems quite popular.
Thinking of a memory can be very hard as when the mind is preoccupied by anxiety and depression, in fact it can appear that there are none.
To get the ball rolling you may be reminded by something someone else wrote. I've recently been reminded of an incident with a wallaby by a post in that thread, and was able to write it down, even though before I'd not thought of it for years.
The other way is to see what a random word brings up when you reflect on it. Perhaps try "Commodore"?
I actually find the writing is the most therapeutic aspect for me. By the time I've put the words how I like my attention has often drifted from the anxiety it was preoccupied with.
I hope this can help