Dear Ovalbug I understand exactly from where you are coming from. The 'sex' part kept me alive in the days of deepest and darkest depression. It got me into some trouble too. It is a long time ago. I had all the talking therapies too and it was a combination of medication and 'talking' therapies that got me well. I had inpatient treatment too. I can't offer solutions and was offered seroxat and a lengthy period on dothiepin which was very helpful at the time. 'Feeling' nothing is a feature of depression and to be denied the erotic part of your make -up must be a bitter pill.
I am now on a cocktail of lithium and mirtazapine - prescribed by a psychiatrist but after a lengthy uphill battle.
I'm all for the consultation with the psychiatrist and hopefully you will be able to find something that deals with the depression but does not flatten everything else as well.