I understand how you feel. I was just feeling somewhat the same as you. I felt depressed about having all these troubles I have. I have anxiety and depression, and now the doctors think I might be bipolar because I had symptoms of mania. I felt like why live if I have all these problems. I distracted myself from these thoughts by going out and pampering myself a bit today. I think this may be a coping skill. Coping skills are so very important and if you get a good therapist they will teach you some good coping skills. Some coping skills I think you can also learn on your own as you get older and live with these problems for a while.
I hope also because of your age that you are telling some adult about your suicidal thoughts. If not you should so you can get the help you need. Also if your medicine is not working very well maybe you might need a new one, or increase the one you are on. This however is something you should talk with your doctor about.
I know another thing that works for me is to get my emotions out creatively through art or poetry. I find it to be therapudic. Another thing that helps me is what you are doing with this post. Reaching out to others who can understand and relate, people who have simmilar problems. It helps me to feel not so alone. Never feel like you are alone there will always be people who understand. My doctor is sending me to a support group I think it will help me. Maybe a support group might help you too.
There are lots of things that can help. I keep looking for as many things that will help as I can. I know sometimes it is hard, but if you try hard you can get better, and I hope that you do.
Yes if you find that your medication isn't working especially if you have suicidal ideations you should discuss this with your therapist. Cognitive behavioral therapy in addition to talk therapy and medication can be helpful for anoxeria and you could ask more about that as well.