I recently went through the same thing. I was severely depressed, and the latest miracle drug only lasted a few months. I was despondent. I take 7 drugs a day and I'm still this bad? I didn't see the point in spending bookoo bucks for piles of pills that obviously were useless.
The result was I began a downward depressive spiral that landed me in the nuthouse for a week on suicide watch.
If you feel your meds are not helping, tell your p-doc. Don't try to stop without medical supervision, PLEASE!
It can make you really sick. I know, I've done it several times in 20 years, and the outcome has never been good.

WW