Not doing to good

Hi, I have been going through a rough 6 months. It all started when I was diagnosed with anxiety and depression. They gave me medication with no direction on when to take it and what to expect. After the 2nd dose I was in super panic mode. I had a third dose and that was it, I was out. I stopped cold turkey and OMG that was the worst week. I went to my GP and they gave me another medication. I was on it for 4 weeks and the whole time I was wired. I was convinced at this point the medication was doing more harm and made me 10x worse does I decided to come off it. Once again I responded badly coming off it and was super adgitated and super depressed. By this point I was suicidal and have not slept more then 2 hours every night for 2 months. I then went to a clinic and was diagnosed with adgitated depression. I started a 3rd medication and I am now 10weeks in it and I have started to go downhill again. I am looking at another inpatient facility. Has anyone had a similar experience as my head feels like it's going to explode with all this pressure. I keep getting told the head pressure and sinus pressure is my anxiety? Could this also be true ?