I can relate to the struggle with depression.
I hope you have found a new church by now?
It's a problem among Christians, believing that being a Christian means you won't have any mental problems. That's a lie. We can have mental problems the same way our bodies can be ill and injured.
I never took medicine, though, because I was afraid of the side-affects.
The greatest breakthrough for me, so far, was when I was able to thank the Lord - and mean it - for the pain in my life. It was hard to do that, but the Holy Spirit revealed to me how good had come from my having walked through such pain (made me a better person, drew me closer to Him). Only then could I thank Him for that. It was still hard to speak it, though. But when I did, I literally felt an emotional break taking place, like heavy chains being broken off.
I still have more areas that need to be dealt with, but that I believe was the strongman.
I ask the Lord bring healing to your heart as well.
I have visited several churches. Its take me years to have the courage to do this. I think I have found the right one although, my anxiety makes it hard to attend. But I plan to keep going back. Its been a year this time since I've tried to go to church. I first attended on Easter and cried through the worship. It was a good release. Like coming home.