Weight loss is hard. Otherwise we'd all look like models wouldn't we.
I'd suggest asking your Dr about switching your antidepressant to Fluoxetine. It is, at worst, weight neutral, at best promotes weight loss.
About the PCOS, you really ought to try paleo. It's low carb but rice and sweet potatoes are allowed and you'll feel less sick. To be honest, the sicker you feel when you try low carb, the more you need it. You wouldn't tell an alcoholic or herion addict to keep using because the withdrawal makes them too sick, would you? Carbs have a disasterous effect on your metabolism when combined with PCOS. Commit to it for a month and see what happens.
Are you on Metformin? This can promote weight loss with PCOS.
At your current weight your GP won't want to give you the pill, but maybe agree a level of weight loss at which point you'll be allowed to go on Dianette or Yasmin. Both can help with weight loss in PCOS.
Make sure you do some HIIT at the gym. Try spinning? If you aren't ready for that, make sure you are getting good advice at the gym, ask about how to do HIIT at your current weight and fitness level.
I've been managing my weight with PCOS since puberty. It's such hard work. You just can't take your eye off the ball for a minute. If I relax and eat in a way that seems completely normal to other people around me I can shoot up 20lbs in a month. To maintain a healthy weight (usually at the upper end of my normal BMI range is as good as I get) I have a protein shake (Maxi Lean) for breakfast, salad with protein (salmon or chicken) for lunch and a small portion of protein with veggies for dinner. I have one desert a week, and maybe a bowl of vegetable broth here and there. That's it. Exciting, eh?
Good luck.