Each time you switch meds, give them time to work and share your progress (or lack of) with your doc ,especially when you have any concerns. My experience with antidepressants is that introducing another class of drugs can sometimes affect how well they work. So, you know what I'm going to say about the alcohol, right?

How is your diet? Are you getting enough iron and vitamins? Low levels of iron and some vitamins are known to cause or worsen depression.