If you have a new script for a change in medication, you should have no trouble filling it. If, however, the med is for one you were previously prescribed and the new script for the same med, it will have to be a change in dose before it can be filled; otherwise if it is the same med/same dose, they will file it until all your refills are exhausted on your previous script and you will not be able to get more until refills become available or are exhausted to fill the new script for the same med/same dose.
Let your doc know what has happened. Be prepared for your appointment with a list even of what you experienced and side effects for each of the meds as to why they did not work, that the meds were not helping like you thought they would/should and you would like/need to try something else that might have fewer side effects and might help better. There are other options than what you were given; ask your doc about what those might be and talk to him or her about it.
I have learned that how some meds work is relative; they are too expensive and too hard to get to toss under current regulations. What may seem like it is not working, as you found, until you try something else that you find worked at least better than you thought, or not as bad as you might have thought, until you find something better. I will even label them with what happen when I was on them in case I have any doubts later or in case we need to go back to them. Sometimes the devil you know, when all is said and done, you find is better. My doc actually recommended holding onto them until they expire just in case, for those that helped some but were not severe reactions; those with severe reactions, I do get rid of.
Good luck with your appointment.