What's happening when you feel so sad, alone and afraid but when you talk to doctor/psychologist you just can t show them that?

Conflicted. It sounds like you may be conflicted about either asking for help, or having your doctors know that you want/need help. Shame may be a significant factor in many. There are other possibilities as well. I see that you're on pristiq (desvenlafaxine). There are better outcomes in depression, when antidepressants are combined with psychotherapy also. Hoping you'll speak your heart to those wishing to assist you.