Only one thing helped: Remeron. I was better in a day and only needed to be on it for a month.
I had previously tried many different anti-depressants, but I am very sensitive to such things and I could not tolerate any of them. The only one that I could tolerate was Trazedone, which didn't work all that well, and was giving me priapisms, so I had to stop.
As it was, I could not tolerate Remeron on its own; it would give me vivid dreams all night long, as do many antidepressants. This is the last thing you want when you are depressed as the dreams are usually vivid hells.
In order to sleep well while on Remeron, I had to take Klonopin, which is like Valium. As it turns out, I only had to take Remeron for a month, but by then I had a residual dependency on Klonpin. I didn't really need the Klonopin anymore as I was no longer anxious, but if I tried to taper off of it, I'd have terrible withdrawal symptoms.
I did eventually get off of the Klonopin, but it took my five years of slowly tapering. And trust me, even going that slowly, tapering off of a benzo is no fun at all!