I had one bout of this (by far the worst) in like 2003. I think I tried every SSRI out there at the time plus lithium plus a bunch of stuff that like 3 different psychiatrists prescribed over a year. I would try something for like 2-6 weeks and then try another. I honestly don't remember the full list. None of it helped me.

SSRIs in particular did not work well for me because they really interfered with my natural sleep cycle and this did not go away after 6 weeks as the doctors hoped. I would just bolt awake sweating after like 3 hours of sleep which made things much, much worse.

I never tried any illegal drugs. I've read good reports about psychadelics in some cases. But I've never tried anything like that.

I did try benzodiazapines during my last bout like 3 years ago. They were wonderful at first. Klonopin made me feel so relaxed somehow that it fixed everything else. I slept great and was interested in everything again. I thought I'd found the fix. But then it stopped working. They recommended increasing my dose. But I read horror stories about what happens there (see Jordan Peterson saga). So I tapered off. It was awful. I would wake up after 2 hours having a panic attack and not be able to get back to sleep. It took like an extra 3 months after tapering off until I was back to just regular depressed :). Would not recommend these! Read the benzo recovery reddit.