I'm sorry you've been struggling lately. I don't know if most people's experience is more like yours or more like mine but I feel much better after therapy, not worse. It is also concerning that the therapist is trying to dissuade you from seeing a pdoc. Have you ever considered changing to another therapist? I would think the goal would be to eventually bring you to a point of feeling better. Have you been seeing this therapist for any length of time?

I don't see how seeing a pdoc would hurt. The initial assessment will be longer then 15 minutes and I'd say more likely then not, the pdoc will try to prescribe medication for your anxiety and depression. You could take the prescriptions and then decide whether that's a road you want to travel.

I hope you start feeling better soon. Best wishes.