Your GP is trying it on, and actually breaching the requirements on them to respect patient autonomy and also to do no harm.
Ring them first thing in the morning and speak to the practice manager. Explain how unhappy and incredulous you are that the GP refused to remove a medical device from your body that you no longer consent to.
Say "I no longer give consent to this medical treatment and request this device be removed immediately. It is causing harm to my mental health and I am exercising my right to autonomy over medical treatment".
Any pushback or attempts to fob you off, then say "are you refusing to remove this device, despite me having informed you that I no longer consent to have it?"
I can almost guarantee there'll be no further nonsense around them deciding they can overrule your wishes in respect of your own body. But in the event there are, tell them you're about to ring the CCG and ask for their advice on what to do next, and how to complain about the GP.
Absolutely outrageous that you're being treated this way. It doesn't matter what reason you want it out, the very fact you no longer consent to the treatment is enough. The fact it's adversely and seriously affecting your mental health makes the GP's conduct all the more egregious.
I hope you get satisfaction asap and are back to your normal self soon.