Iman,
I feel your pain in your written words here. Your detailed description of how this is making you feel sounds so scarily similar to what my boyfriend feels. He almost broke up with me recently because he said he can't do it anymore. He was tired of being yelled at. He was tired of the ups and downs. I too, have threatened many times to leave him and claimed I didn't want to be with him. But both he and I knew the truth. No matter how many times I have told him that the negative, withdrawn side is not me, he still takes some of my hurtful comments seriously. A week ago, I patched things up with him. I swore to change, that I loved him and that I can't imagine being without him. He stayed with me through the good and bad, but everyone reaches their limit. And it seems you are near your limit, as well.
Suffering through depression, for me, has been so horrible. I always say what I don't mean and act impulsively when I am angry. It is after I am done being angry that I see things clearly. It is like something takes over me. Some unknown force. And the person who enters is not me. Its an impostor....someone posing as me. It comes just as quickly as it goes. I can be good anywhere from a few days to a few months, but, in the end, it always comes back.
You mentioned her being on medication. Well, how many medications has she tried? You said that meds don't work, but, are you sure that she has given medication a fair shot. Sometimes you have to try many different meds, despite its long and exhausting process, until you find the one that works. Also, if her meds aren't working, she may be taking meds that don't treat her condition. If she has more issues than just depression, or has been given an incorrect diagnosis, then it is very possible that the meds she is taking will continue to not work for her.
As far as side effects, yes, weight gain, unfortunately, is a side effect in a lot of them. However, not all of them have weight gain as a side effect.
Also, counseling is different than therapy/psychiatric treatment for mental disorders and illnesses. I am unsure if you have gone though those as well, or if you have only done counseling. One method of treatment I have heard of is ECT (electro convulsive therapy, aka: shock therapy), which is used to treat patients who have tried all other forms of therapy and do not respond to medication. But this is an emergency/last resort option and I'm unsure about its level of effectivity, but, I don't think it has long-lasting effects.
In the end, you can only hold on as long as you can. If she doesn't change and there isn't any hope of her changing, then you might consider leaving her. As hard as it is, you cannot let her bring you down, or keep you from focusing on your work and your children. And if you can't leave her, then stay by her side and urge her to go for more help (possibly some hospitalization). She can go for group therapy, where other just like her can interact and lean on each other for support.
Good luck to you and I hope your family gets the healing they need.
Fallabe12