Then you need a better doctor. He can't NOT allow other medications. My GP had never heard of the antidepressant that I've been prescribed, but because a specialist nurse has prescribed it, he continues to do so. I'm on my 9th antidepressant, it's not perfect but it allows me to have a life. Research suggests that if drugs from the same class don't work, a drug from another class might. SNRI's, NaSSA's... even tricyclics or MAOI's. What I take is none of those, it's only been licensed a few years, but there are something like almost 30 different drugs that can be prescribed for depression. Your gp has options and he is failing in his duty of care towards you by refusing to consider them. Maybe it's worth trying to see another gp in the practice?
But there is also the question of did you take them correctly and did you give them long enough? A common cause of antidepressants not working is people don't take them as advised. Are you using what you learned in talking therapies or forgetting as soon as you've left the appointment, another common reason for counselling not improving things. I'm not saying that's what you did btw, but knowing if you complied will help us to understand better.
Would you be willing to look at the recovery academy courses? It's called the recovery college here and the mental health services have had some success with it.
