I am eating 700-1200 calories a day and walking everyday just to maintain my weight (I am female and weigh 155 lbs at 5' 5"). A year ago, I weighed 128 lbs. I am not on any medications. My doctor ran basic blood tests and said that my tsh level is "normal" (2.09), but I have every symptom of hypothyroidism (down to the add-like issues, the coarse and falling out hair, the hoarse voice, the cold intolerance, the depression, and the muscle aches). I share your frustration and would very much appreciate advice as well.
I would like to suggest take some suitable diet pills available on the market as well as online also. There are a lot of online and trustworthy reviews also available on the internet that may help you to make sure you are taking the right diet pill like Phrentamine-D or something in regards of losing your weight.
You need a full thyroid panel, not just a TSH test. If your doctor won't prescribe one, you can probably get it yourself. It's not all that expensive.
It's hard to say without knowing more about you. Sometimes people who are taking medications, or even have certain medical conditions like hypothyroidism or polycystic ovarian syndrome, find it especially hard to lose weight despite eating less and doing more. Have you talked about this with your own doctor?