It's to do with cramming, that it's to do with filling, that it's to do with thoroughness, completeness, or with locking away, then we can understand how these other words are going to work when we hear them.
But 思い込む, 落ち込む, doesn't necessarily have this feeling of "packing feelings in" or "dropping and packing in". Rather, it feels that a person HIM OR HERSELF is being surrounded by, enthralled with, infatuated with, mired in these feelings.
When I hear someone is 落ち込むing, I get this feeling that they are lost in these feelings of depression or self-pity. If someone is 思い込むing, they are surrounded by thoughts about something. (As opposed to have their mind stuffed with these thoughts, which I suppose also works.)
Another verb I have encountered is 座り込む. The feeling I get from this compound verb is to sit down and get comfortable, in a way that shows no signs of getting up. It does not feel like "stuffing sittings in" as much as it feels like sitting down and be caught up in these feelings of comfort, ignoring everything around me.
I specifically heard this be told to a newbie teacher watching kids play in a classroom. 座り込まないで！ And the feeling I got was "Don't sit down and get all comfortable! You're supposed to be watching the children, not sitting down and ignoring everything around you!"
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込んでいる has this feeling of being "crowded, packed, replete with" people.