You only mentioned trying 2 classes of meds. To really consider that med resistant depression and give up hope, I would suggest trying other meds. Lately they will combine anti depressants with atypical antipsychotics to help boost effects. It is not that uncommon to get zero positive effects from meds when you try a few (though for me it was not described as zero positive effects, just very subtle effects that I was likely not to notice).
There are also different styles of therapy you can try. Some styles don't work for some people, it's just the nature of the thing. I would suggest also looking into different forms of therapy before giving up and moving on to the more invasive alternative treatments mentioned above. Some people respond better to directive therapies, or a behavioral modification therapy. There's art therapy and other creative therapies. There are also different styles of each. If you have the access, I would look into some of those first. Can you pinpoint what about therapy did not work for you? what were your expectations vs what actually happened?
Med-resistant depression is scary, and you don't want to find yourself in that hole quite yet. I have tried many, many meds, most of which either did nothing for my mood or made me worse. I've found that meds to help me sleep (but only if I need them) and meds for anxiety (also only if I need them at the time) help pull me out long enough to put more effort into the therapy portion is what works best for me. I have also found I need to tackle the roots of my depression with a more intensive and trauma-focused therapy. I will try that a million times over any of the invasive treatments, but that's just my opinion on it... what I'm saying is, look around a bit more and keep trying things before you totally give up. And if in the end you decide to go the route of one of those treatments, make sure you do a TON of research into it. Talk to people that have had the procedures done, talk to "experts" , ask around and read up as much as you can.