Check out the book The Happiness Trap. It’s based on acceptance and commitment therapy (ACT)—which is to embrace your thoughts and feelings rather than fighting or feeling guilty for them. ACT may seem counterintuitive but accepting where you are at and still choosing to build a life of contentment (which is not the same as happiness) around it can help alleviate anxiety.
Also, there are plenty of different classes and subclasses of psychiatric medications that some people respond better to than others. Be honest with your doctor, they may want to try something else. Never stop on your own. I’d recommend against polypharmacy with THC or CBD and psychiatric drugs until you talk to your doctor—there can be significant interactions if they are metabolized by the same P450 enzymes. For example, CBD is a potent inhibitor of CYP3A4 and CYP2D6. Since CYP3A4 metabolizes 25% of all drugs and 2D6 metabolizes plenty of antidepressants, CBD may increase serum concentrations of certain psychiatric and non-psychiatric drugs you might be taking. Just make sure you talk to your doctor before trying anything.