Diagnosis of psychosis and depression but no proper diagnosis? what options are there and why no label?

Proper diagnosis: These are questions to ask your own physician, concerning what your specific diagnoses are. These generally come from review of history, corroborating information from family and friends if available, and mental status exam. Treatments are directed towards symptom relief or management. Get a second opinion if your own physicians refuse to or can't answer your questions in ways you understand.

Second opinion : I would suggest getting an consult from another psychiatrist who can focus on the depression/psychosis and give you a clear idea of what disorder you are dealing with as well as treatment options.