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I am so sorry to hear about your chronic nerve pain and depressive symptoms, I can imagine how distressing this is for you.
I agree with your therapist and psychiatrist that going off the medications would be difficult for you, and I also agree that seeing a neurologist would be more appropriate for the symptoms of fibromyalgia too.
And I know you want to get off the medication, but there is a relatively new treatment modality currently employed that has been used to treat resistant depression and pain. It is called Transcranial Magnetic Stimulation (TMS) wihich may be appropriate for you.
This is very similar to the Electroconvulsive Therapy, except this used magnetic stimulation instead of electrical and is considered safer with less side effects. Also this modality is relatively new (FDA approved since 2008) and has been considered a last resort for patients when other conventional treatments of depression have been unsuccessful. This novel method for treatment of depression has been very successful for resistant depression and I think it is something that you should consider based on your symptoms and the other unsuccessful treatment approaches. Here is one links describing it in more detail for you and another link of a study in praising its effectiveness and minimal side effects.
These articles show the use of TMS for chronic pain and depressive symptoms, so it may be something to consider with a psychiatrist or neurologist
I have also tried ECT however waking from general anesthesia throws me into a frightning dissociative state and I panic. I know in my head it will pass but it is so scary that I quit after the third treatment. I am so sorry. I don't want to be one of those people who shoot down all suggestions with excuses. I have tried so many things that I feel hopeless.
Well TMS is more effective than ECT and does require anesthesia. The risks are less with TMS then compared to ECT
What is TMS?
Transcranial Magnetic Stimulation
I sent around 4 links about them and why they are effective for depression and chronic pain like you are experiencing
Thank you I will explore that idea. Sincerely, Penny