I agree that you need to seek a new doctor if yours is no longer treating you. I do not like the idea of ECT, however it has helped my aunt (temporarly).
Exercise can help, but can be hard to get going... just force yourself (I know easier said than done). Start small, and give yourself credit for doing (I have trouble with this... but I am not nor are you a lost cause)
My last doctor visit it was recomended that I try a lightbox (in cobination with my medication). It has been helpfull, but by no means perfect.
As madisgram stated good for you taking ownership by giving your doc a list of your research. Now it is time to take even more charge by finding the right doc (not all are created equal).
As my friend who is a doctor said at his graduation. "What do you call a doctor that graduates at the top of thier class? Doctor! What do you call a doctor who just scraped by? Doctor" It is sad but true.
Please try to get back in to see a therapist, you deserve help.
We are here for you!