I think in your situation, and the problems you are facing the best thing you can do is to trust professional advice, they're simply there to help. Maybe confidence issues are the trigger to your depression? and she is simply treating the cause, not the symptoms..which to be honest could be more effective.
Your obviously aware that these voices are telling you what to do, and you obviously know they are wrong and an issue..therefore what is stopping you getting a job? Many schizophrenics are not aware that the delusions and auditory hallucinations are not real..and therefore have problems getting a job that way, you however are fully aware of your situation and are in control of it, you have no reason to get a job.
Start looking now, look anywhere..even maccy d's..!!