Hi Bob, I'm sorry you're feeling so badly. You could see a therapist and get suggestions from them as to medication. I don't think that the FAA can discriminate against you because you are seeking help for your problem. And if they are, can you really work for an organization like that long-term? It sounds as if your depression is something that you have battled for many years, and it's probably not going to go away when you become a pilot. So what happens if you get the job and then need treatment? I would think long and hard about whether it's worth your health to pursue this career, personally.
In the meantime, I suggest finding a LCSW or someone to talk to about this. You can always tell the FAA that you were doing "career counselling" or something if it comes up.
Your records should be confidential and you don't have to reveal the details of your relationship with your doctor.