How long have you been on fish oil? Were you better before you started that? I ask, because some people get very sick on fish oil.
Also, some of the meds you are on will make you feel exhausted. One way to improve that is to cut out all carbohydrates. Limit starches to a max of 1/2 small potato, or 1 wasa craker per day... very small amounts. Increase proteins to 4 - 5 oz per serving, 1-2 times per day and red meat ONLY twice a week. Increase fish, fruits and veggies, but limit fruits to 2 cups per day and never at night. Completely eliminate sugar, soda, bread, pasta and flour. Increase water intake to 80 oz per day.
That will all make a HUGE difference with all the symptoms you are describing. If you try this, start before a day or two when you don't have to work -- eliminating carbs can keep us awake for one-two nights, but then evens out.
If you add 30 minutes of walking every other day, increase proteins by 1 serving.
Many people write off diet as having little to do with mood, sleep, exhaustion -- but I have given these exact instructions to other people with the same symptoms and they have GREATLY improved.
ECT is designed for people who are non-responsive to medication and who are completly overhwlemed with depression. I can see why your doctor won't try that with you. To do ECT, something that looks like towel covered calipers are placed on the temples of the patient who is strapped down to a table. They turn on the shock waves to create a seizure in the patient which is supposed to jolt the brain back into working better. It creates serious loss of memory.
Hope that helps.