No idea what to do anymore

I have been dealing depression/anxiety for most my life. I've been taking medication for it for about a year and have recently changed meds. I've never been diagnosed with anything though, even though I'm seeing a psychologist. Nothing seems to be working. I can go from feeling fine, to irritable to angry within an hour; I get panic attacks; I want to cry or I just don't feel anything at all and feel like I'm faking everything. I'm constantly feeling overwhelmed and just want to give up or crawl in bed and sleep for a few months wake up and hope it's all passed. I'm 35 and it's only been in the past year that I've started cutting myself and only just to feel something. Lately, I've been spending money in a way I can't control. I get paid monthly and after the 1st week it's basically gone and I'm left with a couple hundred for the rest of the month to live off. Have been looking for random hook ups online, I don't want to know their names or any small talk, I just want a time and place (just not mine).

I need something to stop or break. I want this to change but no matter what I do it keeps getting worse. I'm at a complete loss and feel like I'm falling into an endless pit I cannot get out of no matter how hard I try.