Calling the police sounds very excessive. I'd rather someone say they are very concerned and call my support person, and that's as far as it's gotten for me. I'm sorry you went through that.
To even consider and then attend any group therapy sessions is a massive deal- well done. My therapist told me I need to go to a group because I need positive feedback from more than an individual therapist. But the thought of showing 6 or so people how empty and pathetic my life is sounds horrifying.
Taking meds and having no luck finding something that works is so disheartening and really can make someone feel hopeless. It ends up feeling like a merry go round. I hope you find something that works soon.