Suggest Therapy For Severe Depression And Anxiety Causing Insomnia & Loss Of Appetite

I have a severe depression/anxiety problem. I either sleep constantly or not at all, I'm constantly worried, I have no appetite at all, no sex drive whatsoever, nothing I used to enjoy doing interests me. Sometimes I cant even get out of bed. I have been seeing a therapist for about 4 or 5 months and she also agrees I have a severe depression/anxiety problem. Now in the past I have gone to doctors to try to get valium or xanax because I have tried them and they are the ONLY drugs that actually help. I've tried everything from paxil to lexapro, to prozac. None of them worked in fact they made things worse. I've been told the only way to get valium or xanax is to go to a psychiatrist. Is this true? The main reason I don't want to do that is my insurance does not cover psychiatry and I know it's expensive. Can your regular everyday MD prescribe valium or xanax? I'm not a drug addict by far. But when I tried those two drugs I felt like me again. More valium than xanax. Can you tell me what I need to do? I'm desperate and am soooooo sick and tired of living and feeling this way. It;s taken over my entire life. Ive been wanting to find a doctor since feb 15th when my insurance kicked in, but my anxiety about talking to people about this is so overwhelming I can never actually make the calls. In fact my mother is coming tomorrow to take me to find a doctor. That's how bad it is. I'm 27 and I have to have my mom bring me around to find a doctor to get better. I just don't want to live like this anymore, and pray to God I can find someone who will prescribe me one of those two meds. Please tell me anything you can. Thank you. Jesse