Welcome to PC, BeyondBlue.
Sorry to hear about your current struggles. Your new psychiatrist (on PC, we shorten it to pdoc) sounds ridiculous. Lose ten pounds and you'll feel better? That seriously blows my mind. I mean, yes, exercise can help depression and improve self-esteem, but being told to lose ten pounds and you'll feel better sounds extremely invalidating. No wonder you're losing hope with the system.
I'm sorry I don't have any suggestions at the moment.