I have tried pretty much every medication for my severe depression as well as mood stabilizers. Nothing works what next as far as treatment goes?

Combination rx, ECT. Severe depression unresponsive to the usual meds is called "treatment resistant." strategies include maximizing dosages & "augmenting" with additional meds. Electroconvulsive treatment (ect, "shock treatment") is very effective in extreme cases, esp. If delusions are present. Short of this, i often tell patients that if meds alone haven't worked, try meds plus psychotherapy (safe, often helps).
Ect therapy. Electroshock therapy has been shown to help.