You have to go back and talk to your Dr. There's no point in them thinking that you're taking them and they're helping when you aren't taking them at all..
Go to the meeting and see what they have to say. If you leave then you can't claim anything in benefits if you need to..
I really think that you need to go and get some proper help with your depression and actually take the meds and get some therapy. Until you do then you're always going to have this kind of issue...