A lot of people forget that your brain is an organ. If it gets damaged or doesn't work properly, your behavior, mood, etc, will not work right. Therapy may not work right if you need something to correct a chemical deficiency. Pills may not work right if you have a damaged brain. (Ever got hit in the head growing up?). The problem is that of all the people who suffer mental illness, a low percentage of them actually find out what's really wrong with them. MRIs and neurological studies are extremely expensive and if you have no insurance, you're at the mercy of what the state or county will provide... which isn't squat.
So, don't listen to all the hubbub about you should keep trying this/that. If you can ultimately find out what's really going on with your brain... do it. If not... you're at the mercy of the system playing "lets see what this treatment/med does".