Honestly, if anything is triggering to anyone it will make them depressed. If you touched on something that was triggering in therapy then it's a normal reaction to feel depressed because you haven't learned how to cope with it. [which is what you're doing in therapy]

Unless it's like a benzo, things that trigger you will trigger you despite medication consumption. I tend to be really sensitive towards social situations until I get used to them. I literally turn into a wall flower and wish myself to disappear or cry because I feel like I can't do something. It usually takes me a few tries before I can manage the situation without feeling like the world is judging me. I felt the same way about my size, too. I couldn't shop for over a year after I gained 15 lbs without crying because I felt so guilty for how huge I'd gotten. Meds can't stop it from happening because you're still capable of thinking and feeling.

Getting a new pdoc is a given, though. The one you're seeing sounds horrible. :\