I think you should definatley follow through on doctor's orders while you continue to sort this out.
Take your meds as prescribed unless you discuss changes with your doctor, and see a psychiatrist.
Depression is not just about feeling down. It is a physical disease, and tiredness, "fogines," and the like are very real symptoms of it. Unlike a psychologist or a counselor, a psychiatrist is a medical doctor who can decide on courses of meds, lifestyle changes, etc.