Please vent some more.
It is very frightening when meds do not work and you are depressed to the point you want to die. However not going back to the docs is not a good idea as sometimes meds are no good for you and you need to go back and explain this.
When trying a new med, how long do you wait until you think it does not work? I say this as they say 8 weeks is the maximum time any med should take to work. When we take a new med - we ought to start off on a small dose, as if there are bad side effects they will be easier to endure. We can raise meds dosages up and it is going to maybe take 3 months to see if any med is effective. After all with doses from 5mg to 60mg and more - you can see how its going to take time to 'test' out a new med on yourself.
Counselling or therapy might be beneficial also.
As for your shyness - its a blessing that seems like a curse. You may be quiet by nature but often we need people around to bring ourselves out of ourselves a little. Quiet is one thing but passive and unable to stand up for yourself is bad. Shy people can cope with life just as well as anybody but as you meet people then you'll feel more comfortable talking to people. It takes practice - and the more people you talk to the less nervous you feel.
Depression can make shyness into a social anxiety - that is were you feel so bad about meeting people that you get ill just thinking about it. It happens a lot with younger people who have not quite gained the confidence to cope and especially kids who are bullied - who turn inward and think they are the ones to blame.
But things change - shyness becomes less of a social hindrance and once you have a little bit of confidence about yourself it will be an attractive trait to have. Truth be told, shy or loud - someone will see you as a fantastic person one day.
So please go back to your doctor - start anew and have counselling with any meds - especially due to you having suicide ideation (that's what they call thinking about suicide a lot) Thinking about it is one thing - thankfully you are not planning it but even so I worry for you and think that you should be seeing someone.
Depression is an illness like any other. The difference is it effects the emotions, our way of thinking and processing emotions. It is not our fault anymore than someone with a deformed leg from birth is to blame.
Please go back and get some help off your doctor. Keep a diary of how you feel specifically for the purpose of assessing your illness and its phases. This way you can at least keep a careful note on meds and TAKE them - don't just take them for a week, feel a bit dizzy and read up the views of others who panic over side effects. Stick to this forum - you'll find people using the meds you use - and bear in mind we react in a different way.
I thought side effects were easy to deal with - I got insomnia, so I either work nights or go on a different med. lol
Also - there are many things besides medication which make us happy. Meds alone just ease the mind so you have a window of opportunity without wishing you were dead from morning noon till evening.
Others things include eating well, having a schedule, having something to do with your life! Friendships - and we nurture friendships when we feel well in ourselves. Love - I'm sure its out there for you somewhere - age appropriate of course, and hopefully a nice young man who cares for you. Work, hobbies - its likely you will be a mother one day - and possible that you might be the kind of person who makes good things happen.
What you are going through right now - its just a phase caused by depression. Its bad luck I know but depression is entering an age in which the remedies we will have will be even more effective than the meds we see today.
Depression makes us see a set future - a miserable one, but that's depression working its inimitable 'magic' and twisting our perception of things. Perception of reality is not actually reality.
Truth is we don't know what we feel like in a few weeks, months or what events might help us deal with the depression via natural progress in life. Changes happen in life which alter our perception of life itself - and some of the changes will come your way, and mine and everyone's.
Get some help and you will be able to see that there is hope.
Talk to your family - I hope you have one there you can talk to - and don't forget, go back to the doctors - don't keep this to yourself and think it will just go away of its own accord.
Stick around here also - you'll be less shy as we are not all looking at each other in some room - but even if we were, I assure you that you would feel awkward like everyone else for a while, but feel at home as you realise your not alone in the alien landscape that is depression.
Good luck and God bless
Best Wishes from England.