This is a good resource if you think you've tried everything:

https://slatestarcodex.com/2014/06/16/things-that-sometimes-help-if-youre-depressed/

This is a good resource if you've tried lots of SSRIs, but haven't tried all of them.

https://slatestarcodex.com/2015/04/30/prescriptions-paradoxes-and-perversities/

Maybe, if you haven't yet, find a doctor who will prescribe Nardil or Parnate, which seem to be two that are way ahead of the pack, assuming you don't regularly consume something they interact badly with.

Shrooms shouldn't be that hard to get if you really want to take them - teenagers can do it. Do you look like a narc or something? I don't recommend self-medicating with illegal substances, but if you want to do it, I don't recommend holding off just because Uncle Sam doesn't like them.

Finally, drinking is a big problem because it feels like it helps but actual research indicates they make depression worse over the long term.