if the antidepressants aren't helping, ask for a different AD until you find one that does help. there are tons of them out there. it can be a pain in the neck to keep changing them until you find the right one, but you have to advocate for yourself..you will know within a couple months time if it is working or not, if it isn't, don't let them up the dose, demand a change, the doctors are working for you.
it is good you got in to see a therapist. they should be able to help you cope with your emotions. first session, explain it just as you have here. don't wait for them to see it. print out this post and bring it to session and say this is the problem.
when I was overly emotional the thing that most improved it for me what learning DBT skills. it is a form of group therapy. you can ask your therapist if it is available. good luck and take care.