Great question, but I'm sorry your depression has returned with some teeth. As for the psychiatrists you mentioned, I would bet that their dropping the ball does not have to do with the referral issue. In my experience (your mileage may vary, but this tends to hold true), most psychiatric offices are extremely busy, and fail to return calls because of the sheer volume - the front office/administrative staff can vary in quality and are responsible for tracking call like yours. I'm not trying to insult psychiatrists or their employees, but the reality of business sometimes leads to holes in the system. In any case, you may wish to leave follow-up messages and mention that you left the first message but have not heard back.
In the meantime, your question also implies that you would like some advice for right now. Your depression absolutely needs treatment, so here is what I would suggest (in addition to maintaining contact with the psychiatrists): schedule an appointment with your regular physician. The general practitioners prescribe a lot of the anti-depressants because they tend to be the first docs that field these questions. As long as there are not extenuating circumstances of your depression (recurrent suicidal thoughts, interactions with several other medications, possible bipolarity, for example), your doc should feel comfortable getting you started on an anti-depressant. And because the meds need a good two or three weeks to take hold, you ought to begin sooner rather than later.
Lastly, I would be remiss to not also recommend a talk therapist. The research consistently shows that medication plus talk therapy is the most effective course of treatment for depression - plus, a talk therapist can keep more regular tabs on the effectiveness of the medication. Attacking the thought patterns and giving you internal strategies to reduce the intensity, duration, and frequency of possible repeat performances of depression will prove beneficial for you, too.
I wish you well. Depression is a very treatable condition, so I am glad you took the time to write today. Keep trying with the psychiatrists and get in to see your regular doc as soon as you can. If you are satisfied with the response, please hit "Accept." That is the only way I can receive credit for my answer. Thanks-