Firstly, I'm sorry that your health system requires insurance in order to receive treatment, I'm in the UK where that isn't a consideration, it must be very difficult.
What's the biggest problem with you being unable to lose weight? I appreciate that medication might have been a factor in the weight gain....but honestly, you can eat great food and lose weight if you really decide to...and I love food.
Medication can sometimes take the edge off anxiety but it doesn't cure it. A change in cognitive response/behaviour is the only real cure..even though it's a difficult and challenging journey. Obviously I don't know your situation or other factors that may be at play, but often the depression is as a result of being constantly anxious rather than being clinical depression. Dealing with the anxiety will generally improve the depression.
How does your anxiety manifest, what's causing you the biggest problem?