For those that have not responded to SSRI's there is other options, one that is showing significant success rates is Ketamine Therapy: https://www.health.harvard.edu/blog/ketamine-for-major-depre...
The numbers are better than ECT which was alway considered to be the baseline as it is very effective but used as a last line due to some of the negative effects of treatment.
As for me, SSRI's did not work, I have co-morbid ADD as well. So the ADD meds do a really good job of papering over the really bad parts of depression and keeping me functioning until I come out of a down spell. That being said, I plan to try ketamine therapy now that it has been approved.
The process relies on a circle of attention-interpretation and so on and so forth. So merely training attention without changing associations and interpretations may not be very helpful for some people.