Hm, sounds like a few things to consider here.

One is the meds combo. If you're experiencing depression and aren't on anything that helps address that, then maybe it's time for something new, difficult as that can be.

Second, the transition to a PhD program is difficult, especially with moving, for everyone. So you're not alone in that - just about everyone starting a program has a tough time getting adjusted.

Third, it sounds like you're in your first semester? Everyone questions their ability to finish and succeed at some point; there would be something wrong if you didn't. But if you're having serious doubts about this path at an early stage in your program, then it's a good time to do some honest re-evaluation.

The happy news is that assuming you do decide to finish the degree, you can target your job search at "mid-level" teaching schools, small liberal arts colleges, or even community colleges, where they will really value your teaching ability. That also means less pressure overall. But tenure is still much better than untenured, even if you're "just" teaching. Adjuncts make very poor pay, don't get health or other benefits, get the worst scheduling, are basically invisible to the organization, etc. But if your main plan is to do consulting, that might not matter so much.

If you think you're in the wrong program in the wrong place, you can do something about it - but you should act quickly. If you're only partway through coursework, you can transfer to another program in another university, but you'll have to write new applications (and you would only have a couple weeks to do that for a new admission for next year.) If you get through coursework, it's too late to transfer. It might take slightly longer for you to finish if you transfer, but you may be happier with the whole experience.

If you can teach and consult without a PhD, then that may be worth considering if it gets too hard to keep up or you stop seeing the value in what you're doing. Doing a PhD is hard. You have to really want it in order to even make it through - always having wanted to have a PhD is not the same as wanting to do a PhD!

Can you talk to your advisor about any of these concerns (aside from MI issues)? If not your advisor, then a program director or senior students, perhaps?