What do you when you become extremely frustrated with the whole mental health process?

I am really struggling with this decision. I have been dealing with depression for a year or so. I have made progress, but I still have my moments. I have spent time in the hospital and seen several doctors. The only constant has been my therapist...Anyway, I am ready to quit everything because I do not feel like anyone listens to a word I am saying. I have doctors prescribing drugs that have some extreme side effects (like vomiting), that tell me they will p. My insurance company is forcing me to see a doctor I do not want to see, and threatening to cease paying for my therapy if I do not. My therapist, who has been wonderful, has not be as attentive as she once was... Although I do not have a degree in any area of mental health, I do have an advanced degree. Likewise, I consider myself to be a pretty good patient in that I do my research on medications. All of these doctors always tell me, "You are a smart girl" or "You have a bright future(if I am so smart why aren't you listening to me). I must be honest when I say I am not ready mentally to quit anything. However, all of this nonsense has really discouraged me from moving forward; I rather take my chances. Has anyone else experienced anything like this? How do you handle it?