I would try out a different therapist (or two). I felt I was stuck with my ex-T, who I'd been seeing for 6 years, and I wanted help on a particular issue. So I opted to consult with a different T, with the plan of seeing him instead of ex-T for, say, 6-8 weeks, then going back to T. I ended up staying with the new T instead of ex-T because I found a different perspective and approach to be really helpful. Even if I'd gone back to ex-T, it would have helped to get someone else's take on my issues. So I'd look around to see if there's another T or two you'd want to try, maybe with a different therapeutic approach, and consider that.

Consider a different psychiatrist, too, if meds aren't helping. Have they tried categories other than SSRIs? Some meds like Abilify or Lamictal can help with depression even though they aren't in the antidepressant category. Also, have you had a medical workup recently? As things like thyroid issues, vitamin deficiencies, etc. can cause depression and other mental health issues (or at least contribute to them).