I just want to piggy back on what Rob said. After the loss of my daughter, I went into a very deep, clinical depression and was seeing a psychiatrist 3xs/week. Like you, in the beginning, I felt that nothing was being accomplished and I was not trustworthy with taking my medications because I felt as if nothing would help me.
I've since learned that, being in therapy is a process and that process cannot be rushed. The best way to deal with it is to be completely honest and completely open. I mean, there were times when I actually cursed out my psychiatrist because I didn't like what he was saying. But, even that episode turned out to be a breakthrough for me because I was able to discover why I was so antagonistic about that particular subject. The most important part of getting help is wanting help and, therefore, staying with it until you are helped. Don't give up!
Also, as Rob suggested, do try to stay on your medication. Talk to your psychiatrist about the dosage and how you are feeling. The medication along with the therapy, both take adjustment until you find a dosage and a rhythm that works for you.
I wish you the very best.
Peace and Blessings
Look For The Good and Praise It!