Hello ......
I'm going to guess that you went to a primary doctor or intern for the advice on depression. If so, I think you need much more of a specialist to review your depression - if that's what it is!
A primary or intern doctor just doesn't have the training for that type of diagnosis - but a psychologist does. A trained psychologist is something like a guidance counselor for depression or many other types of obstacles related to the mind.
It does sound like a combination of the right med and what is sometimes referred to as talk therapy would be your most effective way in determining what is wrong and what can be done about it.
As you probably know now, alcohol just adds to the depression by the next day or shortly after.
Please try the psychologist. In time, you'll be thankful you did.
Rob & Gizmo