Welcome. Stick with the therapy and meds for now. Explain to the therapist that you don't think that you are getting the level of help that you need. They should have advanced resources available, if you require them.
Have you had an extensive physical exam lately? I felt much better after blood tests revealed deficiencies that are being addressed through meds and mineral supplements.
Sorry about the spate of bad news.
The same meds that treated my depression also treated my anxiety. Today I am doing fairly well and although the roller coaster never stops, I can handle it as I know that I can hang on for the ride. Support from others really helps.
There are 12-step meetings with others that are going through exactly what you are going through. It is cheaper than therapy, but should not be considered a replacement for professional help just yet.
I use 12-step meetings as an 'aftercare'. Seeing that we are not alone in our life struggles and seeing how others deal with things, gives me ideas on how to move on that I would never have thought of by myself.
Best of luck to you.