Hello. I believe I can be of help to you with this issue.
I am not your doctor so I cannot prescribe any course of action; I can merely offer academic information. It is curious that you were prescribed depakote; one speculation is that your psychiatrist feels that it would dampen your anxiety, which he/she is conceptualizing perhaps, as a mood swing (depakote is prescribed as a mood stabilizing agent in bipolar disorder). Now, interestingly, one of the side effects of zoloft in some people is anxiety. Yes, it is prescribed for anxiety disorders and depression, but it causes anxiety in some patients. One hypothesis is that when you are experiencing anxiety with an increase in your zoloft dose, it actually is a sign that you are exceeding an optimal dose---going above your optimal dose brings on an anxiety side effect. If this hypothesis is correct, you would quite reliably experience anxiety whenever you bumped your dose up a bit too far. Now, what about the migraines and anxiety? The migraines per se are probably not 'causing' an automatic anxiety reaction; however, we know that people anticipate having migraines and at the first preliminary symptoms that a migraine might be coming on, they experience a learned, or conditioned anticipatory anxiety response. Yes, people learn to experience anxiety i.e., an anxiety episode can become intimately associated or connected, through learning with external, situational factors. So for instance, we might have an anxiety reaction
when we see someone with whom we've had a difficult history; women experience conditioned, anticipatory anxiety when they see a man who raped them, for instance. People have a conditioned or learned anxiety reaction sometimes, when they get into a car to drive, after they've been in a recent car accident. So one hypothesis is that you are indeed, experiencing anticipatory anxiety associated with migraine symptoms. If this hypothesis is valid, you would have an anxiety reaction fairly early on in the development of migraine symptoms and you'd have the anxiety reaction quite consistently.
You say you are seeking counseling but I'm wondering if you have historically, ever had regular, serious psychotherapy involving cognitive behavioral therapy, with a clinical or counseling psychologist who specializes in mood disorders. I have to ask this because you have been on medications for many years and you continue to have challenges adjusting to them, especially when situational mood regulation challenges confront you. I'm concerned about your general life situation over the past 10 years or so, e.g., the quality and intimacy of your relationships and social support network, your satisfaction with work and stresses
you experience. It sounds trite, but I'm wondering if you have a well-rounded, situationally happy life, or if you are feeling isolated, lonely, struggle forming and maintaining intimate relationships, etc. These are all issues that can be causal of depression and help maintain it over time. What do you think?