Do you have a diagnosis? One of your doctors need to figure out what symptoms are chemical imbalance (meds help) and which are reactive (therapy helps). Certain medications tend to work better woth certain diagnoses.

And this is just my experience with meds.... I suffered from daily thoughts of SI and SUI, and urges when I was in a depressive state. I tried SSRIs for depression and mood stabilizers for mood swings. And they helped, but not with my thoughts. Finally, my Pdoc put me on Latuda (an antipsychotic) for impulsivity. For the first time in 19 years, I have days with no thoughts and the urges are basically gone. Maybe something like that will help you? But Latuda doesn't help all who take it. This is just my story.

But that's why I would start with the diagnosis(es) first. Then research typical treatments for that diagnosis. Then discuss it over with your PCP/GP or Pdoc. And work from there.