If you are already waiting for a few months, it can be worth trying St John's Wort (check it does not contraindicate with any medications you are on, wear a hat and sunblock as it makes you sun-sensitive). I found that it reduced my suicidal thoughts but made me quite (on edge/ramped up/?)which I couldn't handle. But it did more for my suicidal thoughts than Vortioxetine which I took for three months, and mainly made me sedated as well as still very depressed. But it works for some people.
I know what you mean re the pills. I am sitting on a prescription for Seroquel for that reason - weight gain, diabetes, some side effects that can happen quickly and are worse (even though they are rare).
Re trying things, I have been watching lots of videos on shrooms today, which is the cutting edge of treatment for treatment resistant depression and at the research stage. They are not so hard to source online, I've been researching legit sites which are in Holland for grow kits for example.
Re other medication, your psychiatrist is likely not to put you on an MAOI, but they can be very effective. One of them worked for me for two weeks (which is more than the Vortioxetine did!). MAOIs are worth trying before CTB. Lithium helped my dad's friend for maybe 30 years to live a happy life....
Everyone told me to take the pills and not think about the side effects - which I ended up doing with the Voritoxetine. But I haven't brought myself to do it with the Seroquel. Good luck.