Prescription medications not working.. not sure what to do!

Hi,
I last posted a year ago, and am out once again on medical leave due to the same issue--major depression/anxiety and insomnia caused by those issues. My psychiatrist prescribed Lunesta (generic brand) and trazadone. (50 mg). She initially had me at 2 mg,(took it for two nights) only slept 2 hours max, long story short ended up in ER due to reaction (complete lack of sleep, frequent urination, sweaty hands/feet), so they prescribed lorazepam. That worked, then the Dr. wanted me back on Lunesta (upped the dosage to 3 mg). It worked the first time after starting 3 mg, then it's not working anymore. I reached out to my Dr. but not sure what to do.
She also wanted me to start an IOP (Intensive Outpatient Program) to help with the depression/anxiety issues, but the lack of sleep is really affecting me badly.. .I can't seem to think clearly and find myself sending multiple messages online to the Dr. because I can't think of all the questions I want to ask at once.
Last year, I did do a sleep study, but they found that my sleep apnea is so mild , and was not causing the insomnia. .

Well, I talked to my Dr. today, and she took me off Lunesta, and prescribed Rozerem to take in addition to Trazodone. Ouch. . didn't realize the co pay for Rozerem is so high $119.00, and there's no guarantee it will work. They were out of stock, too, so have to wait till tomorrow. She mentioned that I might have to see what dosage Trazodone works. . since woke up at 50 mg, recommended going up to 75 mg. The thing is, I forgot to ask her if I have to stay on 75 mg for a certain time before going up to 100 mg.

I think I'd be sure to call and ask about the trazodone, then. If I'm not mistaken I was given the impression (I have been prescribed a low dose) that it's fairly innocuous- sometimes I take half a tablet, sometimes a whole tablet, sometimes I skip it- but still, I think I'd give them a call.