Over the years, I have frequently changed jobs to deal with anxiety, and depression---and it was not always a good idea...especially since I was handed some very good jobs in my field...I suggest hanging in there for the structure and getting you out (& the money) for now---you are still working on adjusting meds etc---you may be working on things a long time and that is OK. I would only share this with your employer if, after talking with your doc & T., you really need some time off (I never shared---but once, only, and fairly recently in life---I did talk with my doc and he gave me a note that simply stated that I would be out of work for two weeks as he was treating me for a non-work related illness.)
The problem with that was everyone, including some patients(?!) making veiled attempts at finding out why I was out...this I ignored.
If you can work, do----it is better than not. (((((((((((((((((hug))))))))))))))))))))))