Helloe, Koko, and welcome to the Depression Forum,
Unfortunately, it's your parents, as well as you, who need counselling.
Do you suppose they would be willing to get it if you told them the truth?
There really is nothing stronger than the truth, Koko, and it's a decision you have to make as to whether to discuss this with your parents. Perhaps you should continue in counselling long enough to learn the security of knowing that you are doing the right thing by informing your parents.
I hope you will continue to take prescribed medications and leave the alcohol and caffeine alone. They make depression worse and often interact with medications.
Please try to keep an inner calm and know that the right time will come when it will be okay for you to discuss with your parents what's happening. Maybe, in time, you could convince your parents to go with you to a counselling session and have an open discussion about what's been happening to you over the years.
Good wishes for a pleasant and calm Christmas.