I know exactly where you are coming from, I was there about 19 months ago.
We have this advertising campaign in New Zealand about dealing with depression and getting it out of the dark closet of ailments that no one wants to discuss or deal with. One of the things that is repeated is Tell someone and if they don't get it, tell someone else until you find someone who does.
Your doc obviously doesn't get it, give her another go though, take your fiance with you the more battling in your corner the better. If she still doesn't get it try phoning a community mental health centre or another doctor... keep trying until you find someone who will listen and gets it!!!!! DON'T GIVE UP
Remember exercising doesn't mean going to the gym it can be as simple as going for a 5 min walk for the first time, for the first week, the problem is getting up off the sofa, it takes so much energy - but please try
just for 5 mins. while you are out look at stuff and appreciate the little things. A flower, how ants know how to get home anything that is actually amazing when you stop and think about it, and it's wonderfully distracting!
Please keep looking for some one who gets it!! you are worthy of a happy life, we all are, this is an illness. You need healing.
All the best, your journey won't be easy but you will get there. I am living proof that it can be done.