Going to try shock therapy, but that might not work either. any other solution for chronic depression?

TMS or surgery: Transcranial magnetic stimulation is a possibility. There are also implantable nerve stimulators that have shown promising results. I hope a solution can be bound that is not so invasive and i hope you get well real soon!

Yes, there are: I am going to work under the assumption that you have tried multiple medication combinations and psychotherapy with little benefit or benefit that stopped. For severe treatment resistant depression ( unipolar) there is tms, transcranial magnetic stimulation of the brain, the neurosurgically implanted vagal nerve stimulator vns and experimental deep brain stimulation. Iv hallucinogens are being used with some success at some centers.