If antidepressants don't work there is ketamine therapy which is showing promise which involves being heavily dosed with a antithetic a few times. Probably isn't fully covered by insurance.

Alternatively if you are desperate enough you always could go get an electrically induced seizure to reboot your brain, they put you under with anesthetic first. Electroconvulsive therapy works more often than antidepressants, that is of course assuming it doesn't kill you and it can kill you but these days it is down to 2.1 per 100 000 treatments but you need to get like 6-12 treatments.

Last there is more targeted deep brain stimulation being done in studies right now that is having some success but it involves literally brain surgery as they insert a pair of electrodes your brain.