If the medications don't seem to be helping and you are having more complications- I absolutely would go and see someone to evaluate what you are taking to see if there is a better option/combination of medications that could help.
It's tough to decide to get that second opinion, but it really sounds like you could use a fresh set of eyes on your medications.
Good luck- let us know how you are doing!
What is tricky about psychiatric meds is that they can change in terms of effectiveness over time (ha, the technical term is poop out. Kidding, but that is what lots of docs call it). Dosage changes are often necessary or switching to something else. This is common and most doctors will look for it. It sounds like it is time for that for you. Both doctors you've seen could be right. Depression when not fully treated can cause memory issues and cognitive like impairment. And medication that is not up to speed can also cause this but also it could be since they are not up to speed, the depression and other mental health issues are worse.
So, I agree that I'd perhaps talk to someone else to take a look at your medications, hear what is going on with you currently (and in the past) and give you advice as to what should be your next step. You can decide then if you stay with your doctor or see the new one you visited for the second opinion. Now, I do realize that seeing a new psychiatrist is hard as that specialty is busy and you have to work with insurance and whatnot. But do your best to make this happen. I think it would be really helpful.
I'm hoping this gets sorted out soon! Keep in touch and let us know how you are doing!