I'm sorry things are awful for you now.
Not everyone experiences depression the exact same way. It is, however, common for people to think "it's not that bad -- others are worse off" or "I'm not worth the trouble". Depression can cause or amplify those feelings. You're on medication and in therapy, so somebody objectively thinks it's valid. I was seemingly functioning but severely depressed for years before getting help. Thinking it wasn't a valid clinical case was a terrible mistake for me.
If you have started to experience an upswing in anxiety and possibly other symptoms, you should check in with your doctor or psychiatrist. There can still be side effects and changes even after a few weeks on a new medication or dosage. It might be something that can be cleared up.
Welcome to PsychCentral. I hope you find it more helpful. Please post as often as you like. It's what we're all here for.
Take care.
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