Welcome to Psych Central. Sorry to hear you are feeling so sick that meds are not touching the problem. If your psychiatrist has no idea what to do, do you have the option to go to a different psychiatrist and get another diagnosis and med prescriptions.
As a volunteer and not knowing the particulars of your situation, the best I can do is refer you to existing blog, articles and posts relevant to this topic.
Psych Central - Search results for Treatment resistant depression
Another avenue is life style changes like mindfulness, counting breaths, yoga, exercise, artistic expression, and participating at Psych Central. Do you ever consider what your heart really wants to do in life and if that is in conflict with your current life choices?
So glad you joined the Psych Central community. Many people who are actively involved in Psych Central find it helps take them out of their own problems to develop empathy for others. And their problems though still there are more manageable.
There are lots of compassionate people here that can make the load lighter by sharing and caring. Feel free to participate actively at Psych Central. Some people find the forums give them the compassion and empathy they seek.
http://forums.psychcentral.com
Please feel free to private message me or any of the Community Liaisons by left clicking on the name in blue to the left of their post) for questions or just to share.