Hi jenna, welcome to healing well we are happy you found us. I am sorry to hear about your diagnosis. I know it can be hard to deal with especially when your trying to get the medication combination down right. Sometimes it takes a while but stay positive because you will find it. I worked in the mental health system for many years and have seen a lot of people struggle with this exact same thing but it is treatable just work with your doctor.
I have Major Depression too but I also have anxiety/panic with post traumatic stress disorder. It took awhile for my doctor to find the right medication for me. I take Effexor Xr 300mg and Xanax when I need it. My mother also has depression and takes Wellbutrin which she has taken for years, it helps her pretty well. Klonopin is mostly for anxiety also but while your going through this change in meds it is smart to take it when you feel you need it.
There is a lot of people here who can relate to how you feel dear, keep posting I am sure you will get lots of support, suggestions and hopefully be able to find some peace of mind. Take care