Various psychologists did want to diagnose me with something besides depression, but they didn't know what.
Officially, I have aspergers syndrome and depression.
Unofficially, as my symptoms do not meet the diagnostic criteria, I have some mild symptoms of BPD and PTSD (mostly due to years of abuse, suicidial, constantly on edge, untrustworthy of almost everyone IRL, and cling onto dear life for the few I do trust).
I'm personally anti-therapy, but therapy can, in theory, give you a treatment plan to alleviate symptoms and give a judge free environment to express any concerns. At least from personal experiences and talking with others, medication for depression works for depression without an external cause. If you're depressed due to financial issues, pills will most likely make you feel nothing.
As for trust and being on edge, I force myself to trust others lightly if I don't feel like it, mentally restraining myself from both pulling away and trauma dump. It's a balance that I'm still fighting but with a lot of self-reassureance and questioning "Do they hate me and scheming to spread false rumors about me or are they busy with university this week to not talk?" to build rationality over overwhelm.
It's working though. I'm less paranoid of losing friends and one of them spoke to me today happily after about two weeks of silence with decent trust. I cherish those little moments. They make me happy.
As for depression, I personally don't have it right now to meet the criteria, though I never went back to therapy to prove it. Most of it was severe low vitamin d levels. If you are seeing a psychiatrist, you should get a blood test before being prescribed anything to rule out those causes (mine was a prick, since she ignored my levels were 9 when the normal is 40 and gave me harsh antidepressants).
It's a battle. Medication can give you a step up, but it's not a total cure. Try to be authentic as possible with what you want and why and hopefully the person should be able to understand and give the proper prescription.