I don't know what were the medicines you tried. But there are a lot of them (around 35) if one antidepressant did not suit you some other will be helpful. May be you are having Bipolar Disorder
ad presently in a depressed state
Psychotherapies will not be of great help at this stage.
Electro Convulsive Therapy (ECT) is a safe and effective treatment for severe depression
. More effective than any other treatment. It is a painless procedure with proven safety. Unfortunately it is a treatment which most misunderstood (due to propaganda by antipsychiatry groups). In spite of having long years of experience and good scientific evidence supporting it, the treatment is not popular due to these misconceptions. I think you should consult a psychiatrist
and discuss this option.
Also watch this video