I think treatment-resistant depression is just a synonym for 'difficult-to-treat' or 'atypically-responding' depression. I think it's kind of a handy term for doctors to use between each other. For example, if I was a family doctor, and I had a patient come to me who was depressed, I would probably try them on two different SSRI's. Or maybe an SSRI and an SNRI. If both drugs failed, that would be time for me to refer the patient on to a psychiatrist. In my referral letter I would write "Referring a patient to you for treatment-resistant depression. Patient has failed two SSRIs: Paxil and Zoloft."

It's just kind of a short-hand for saying 'hey, pay attention, this patient isn't responding as expected to treatment. we need to look further."

That's my perspective as a med student, anyway.