CBT can still help put things into context when things get bad. I find it useful. I did a workshop on it when I was a teenager and sort of do my own CBT therapy. Personally, it's mainly anxiety I notice I experience since my dx is PTSD and major depression. I am drugged to high heaven but have considered trying pot. It's legal in DC but not on the Virginia side. I actually started another medication for insomnia, on top of what I was already taking, which is working, but I can't concentrate. I am hoping the side-effect will disappear once I adjust.
Have you ever considered TMS? I have debated with it since my psychiatrist offers it. You would need to find a specific provider and make sure they are qualified.