I'm sorry that you're going through a rough patch right now. It seems that you've tried a number of medication to help your situation. I certainly wouldn't diagnose over the internet (neither appropriate nor ethical), but I do have some advice regarding the proper treatments for depression.
First of all, depression is considered the "common cold" of the mental health field. As such, nearly everyone develops some cluster of symptoms at some point in their lifetime that *might* qualify them for depression... and most of these never require any treatment/intervention whatsoever. These folks "recover spontaneously" - but some would also argue, "well, were they really suffering from major depression - or was it just typical stress of living?
In any event, chronic major depression is a horse of a different color altogether. Spontaneous recovery from such a disorder is theoretically possible, I suppose, but I would imagine unlikely.
Research has consistently demonstrated that medication plus treatment is more effective than medication alone or treatment alone for depression. Further research has shown that Cognitive Behavioral Therapy (CBT) is the most effective form of psychological treatment/intervention - particularly in dealing with mood disorders (like depression).
A licensed psychologist/psychotherapist with specific training in CBT modalities would be able to address your concerns. I would encourage you to find a licensed mental health professional with whom to work, employing CBT. Be sure when you speak to a possible licensed mental health professional that s/he employs CBT techniques - not just "influences from CBT" or "an eclectic approach."
With regard to medical treatment, many/most physicians appear to begin with a Selective Serotonin Reuptake Inhibitor (SSRI) to treat anxiety. Because I am not an MD, it is beyond my purview to address medication concerns, however.
Again, the mantra of years of research says: medication or treatment alone is not as effective as both working in tandem. Some research has also indicated that insight-oriented talk therapy is counter-productive with some forms of mood disturbance... it actually exacerbates the condition(s) So, seek out a CBT therapist who will provide targeted, efficient, and effective therapy - not someone who signs you as a "lifer." If you're going to a therapist for years, something about the therapy isn't working.
Your psychiatrist *may* know of a CBT licensed mental health professional. Please make certain, however, that they employ CBT practices.
If $$ is a super-big issue, you might want to consider contacting your local Community Mental Health Center. These tend to offer free or greatly reduced cost mental health services, including therapy and/or med management, depending upon your ability to pay.
Thanks. I hope you're well and that this was helpful.
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