I can relate to a lot of points in your post. I tend to bury a lot of my feelings, I have a very hard time opening up to people, and after the end of a relationship I spiralled into such a bad place that I couldn't function at all anymore. I can understand the hopelessness of meds not working, of being frustrated by therapy, of feeling like it's all so pointless and impossible and nothing is ever going to help.
I don't really have any advice except to persevere. I'm on meds and seeing a counsellor, and it took everything I had to continue with both those routes. I agree with maddie that depression isn't going to be beaten by willpower or positive thinking (although those are important parts of the healing process), it really does need professional care. If you think that the meds are not a good or safe route for you, maybe it might be a good idea to consider hospitalization -- where even if the meds make you worse you'll be closely monitored in a safe environment -- or other forms of treatment like ECT. One of the problems with depression is that it tends to make us stubborn, because it makes us believe that there is absolutely no hope and nothing is ever going to help. You're just going to have to turn that stubborness against the depression rather than letting it work alongside the depression, which I know is scary and huge and a whole lot easier said than done. But it is possible to feel better than you're feeling right now, I promise. Unfortunately, it just might take you a little more time and creativity than some other people.
Good luck