Please let me know if any of this is remotely useful at all, and I'm sorry if it isn't...
My first note is that in many (but not all) cases, hoping for a "cure" is unrealistic. Aiming for a significant reduction in symptoms is practical, though, and many people who have achieved this report experiencing joy and viewing life as once again being worth living.
Second, any of the below suggestions are highly unlikely to be effective in isolation. If you are successful, it will likely be by combining multiple techniques.
Third, if all of these suggestions fail, it may be that "depression" does not 100% explain your condition. Many people with bipolar, for instance, are misdiagnosed as depressed. You may also have comorbid conditions which have gone undetected. These can complicate treatment and indicate that a different approach may be indicated. I'm editing this post to add that sometimes depression can have physical (medical) causes, for example a thyroid issue. If standard treatments aren't working, it may be time to look into possible underlying causes.
I should also note that I am not a scientist or medical expert of any kind. Please do not take my word for any of this and double-check my claims for yourself.
Now onto some options. I'll start with the obvious ones.
1. Antidepressants. The majority (I believe around 2/3) of depressed patients respond well to antidepressants, but most people do not respond to the first antidepressant they try - you may have to switch around a bit. You also generally have to take a med for several weeks before you can be sure if it's working or not. There are several classes of drugs here (SSRIs, SNRIs, tricyclics, MAOIs, and drugs that aren't technically "antidepressants" but can sometimes be effective for depression regardless), so if one drug or class of drugs isn't working, there's still hope that another will. There's also variation within these classes in regards to the exact mechanism of action. Sometimes combining multiple drugs can be effective. However, it is worth noting that once you've tried and failed to respond to 4 or 5 different drugs, statistically speaking, the chances that you'll respond to another different med get smaller and smaller. I'm editing this to add that genetics can also play a major role here. The MFTHR gene mutation can indicate a worse response to meds, but there are supplements that can help overcome that. There are genetic tests available (like GeneSight) that can predict what meds you will or will not respond well to, based on your genes.
2. Therapy. This one gets thrown around a lot but in those discussions, people often neglect to note how many different types of therapy there are. If one doesn't work, another might. There's talk therapy, CBT, DBT, ACT, EMDR, and countless more... Sometimes the therapist can make a difference and it can take time to find a therapist who "clicks" with you. Beyond just individual therapy, you can look into family therapy and couple's therapy according to your needs. Group therapy can also be very useful as you also can get support and ideas from your peers in the program. Partial Hospitalization Programs (PHPs) and Intensive Outpatient Programs (IOPs) both focus on outpatient group therapy for several hours a week. A level above that is residential therapy where you live on-campus in a supportive environment 24/7. It's the perfect environment to work on yourself because you can feel safe and have total support.
3. Lifestyle changes. You mentioned you've already tried some of this so I won't beat a dead horse, but it is worth mentioning that there's a lot of evidence suggesting that adjusting your behavior to align more with a healthy lifestyle can improve your mental health.
Now onto the options that get talked about a little less.
4. ECT (electroconvulsive therapy). There's a lot of unjustified fear around this one. In reality, it's one of the most effective treatment options for people who don't respond well to traditional medication. The biggest side effect that I'm aware of is minor short-term memory loss. The procedure as a whole is really no big deal. They put you under anesthesia... and then you wake up and it's over. That's it. The science comes from the observation that some people who experienced natural siezures showed improvements in their mental health, and subsequent research showed that medically inducing a siezure can be highly effective for treating depression.
5. TMS (transcranial magnetic stimulation). This is another popular option for cases that don't respond immediately to medication. The idea is to use magnetic stimulation to increase brain activity in areas of the brain that become, well, depressed. I'm not aware of any major side effects. You just sit in a chair for a bit with a machine over your head.
6. Ketamine. You can receive ketamine either through IV infusions or a nasal spray (esketamine). In the short term, the drug produces a mild altered mind-state which can feel somewhat dissociative (but generally pleasant). In the long term, therapeutic doses of ketamine are associated with increased neuroplasticity and can help the brain "re-wire" itself positively.
7. Other options. I know (much) less about these so I can't go into detail, but I do know they exist. Some of these are newer treatments and still somewhat experimental. But some other options may include neurofeedback, deep brain stimulation, and therapeutic use of psychedelic drugs. The ulitimate source, of course, of other good options would be a psychiatrist who knows you personally.
Sorry for the textdump. Disclaimer that I'm tired and didn't proofread what I just wrote and I'm sure the scientific explanations of the last few are not 100% on target, I know I'm not fully remembering the mechanisms of action the way I once knew them. I guess my hope is just that this can give you or someone else some idea of available options beyond what you already know.