You are doing the right thing with the diet and exercise. If you can afford it talk to a nutritionist and if you have even more money make a few appointments with a personal trainer. Going the pharmie route is such a gamble . Just like with anti-depressants weight loss pills come with side effects and most are ineffective anyway. Weight loss takes time, so be patient- you CAN do it. But if you do choose to take pills consult your doctor first.
The only tried and tested way to lose body weight is a combination of diet and exercise.
Start cutting down on calorie intake. You could do that by cutting down on quantity as well as portion size.Keep the first meal of the day the biggest and taper off the sizes as the day goes by.
Continue with aerobic exercises-walking,jogging or cycling.
This will also help in combating the depression.
I would not suggest that you take any pills or powders because you don't what's in them.
Also once you stop it the weight will all come back on again.