Hi "black dog" -- It sounds like you DO need to get back on medications, and possibly STAY on them since the depression keeps coming back.
Talk with your doctor about what the medication did to you previously regarding your sex life. I'm sure there are meds that don't have that side effect. There are alot of meds out there that don't have the same side effects so have a good talk with him.
Also, there are gels you can use to make sex less painful. They help alot and keep you lubricated. Those can be purchased at any pharmacy.
Prozac and Cymbalta, and they didn't mess with me sexually but maybe that's just me. I might react differently than you. I don't know. Just talk with your doctor, and he'll know what's best for you.
Best of luck and God bless. Let us know how you come out. Hugs, Lee