Alaina, these are just my thoughts as somebody who is in remission from Major Depressive Disorder.
Meds can help but matching the "right" med to the "right" person is often a matter of trial and error - it can take some time.
I really like the ideas from your psychologist about relaxation and breathing exercises - they (which my psychologist taught me) have helped me a lot.
Other options (I don't know if your psychologist uses them with her clients) are Cognitive Behavioural Therapy and Acceptance and Commitment Therapy - my psychologist has used both of these with me which I have found helpful.
With care

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