Hi, I'd like to help you with your problem.
It sounds like from what you are saying that you were diagnosed with depression and anxiety disorder. I would assume from your description that the depression diagnosis is Major Depression with suicidal thoughts. This makes the most sense from what you have described.
First, I am sorry you are going through this. It is very difficult to start the day feeling anxious and depressed. There are ways to help you.
You said that your doctor has prescribed medications but none of them are helping. I assume your doctor is a psychiatrist. If not, that may be a good starting point for you. Having a psychiatrist would give you someone who is very aware of psych meds and the uses and side effects. Their job is to find the right ones that work for your symptoms. If your doctor is a psychiatrist, you may want to consider a second opinion, just to be sure all avenues are being explored for you.
You did not mention seeing a therapist so I am going to recommend you do so. Talking to a counselor will help you sort out your feelings and give you a chance to work on the anxiety and depression through talk therapy. Cognitive therapy has proven very useful in helping with anxiety. A therapist can also help coordinate your treatment and help you be sure you are getting the right treatment for your diagnosis. The initial evaluation with your therapist should include all the treatments you have tried so the therapist can tell what works for you and what does not.
Also, you mentioned reading a lot of books. There are several that help with anxiety including Claire Weekes and The Midwest Center for Stress And Anxiety. Edmund Bourne also writes several helpful books, including an anxiety workbook that I use often.
Group therapy may be another option. Group is a great opportunity to meet people who suffer from the same types of symptoms. You can share stories, gain support and find out what types of treatment are out there and which ones work well for most people. Contact your local community mental health center for referrals.
If you cannot feel better even after trying all of these options, an inpatient stay might be indicated. Often, this is a good way to clear out all the treatments that haven't worked and start you on some medication and treatment options that do work. Although you are probably aware of this, if at any time you begin to feel suicidal and have a plan, please check yourself in immediately. Have someone you can call if you start feeling this way.
I hope this has helped you,