I'm sorry to hear about your situation, Str4ngedays.
What really surprised/concerned me was that when I first entered the mental health system, I was seeking counselling because it seemed that was obviously the answer, because my problems appeared as a result of stuff happening. It wasn't random, which would suit their chemical imbalance theory. Yet I was coerced into taking ADs (on pain of being refused counselling if I didn't.)
Also the chemical imbalance theory is repeated all over the place as if it were fact. So you end up with ignorant people trying to convince you to take ADs because in their mind it's truly a "happy pill" and think you're being difficult saying they don't work for you (alternatively they are the complete opposite and go all homeopath on you - the concept of slowly sorting through and dealing with your issues doesn't seem to feature anywhere). And GPs say stuff like "these pills work by slowly lifting your mood". Er, no they don't. They don't even claim to work like that! And the classic disbelief that you are actually depressed if they don't work. Oh, and when the nightmares and memories get really strong and I end up speaking to the MH crisis team stressing I need some help to work on the longterm issues, because they are making me so depressed I can't function, they tell me ADs are for that. 
There seems to be a false dichotomy, in practice, between having a "chemical imbalance" requring medication to "correct" it, and a sort of mind-over-matter, go for a run every day, stop making a fuss about nothing, type attitude. Serious = drugs, not serious = ODFOD.
In defence of the doctor on this show, at least he did the cold water thing himself. Psychiatrists would balk at the idea of taking some of the meds they dole out. But his view about resilience, and not appearing to understand what being depressed actually feels like, is ridiculous.
Whe she got into the water and started swimming it made me feel better! But there is something very nice about doing something invigorating and unusual with a bunch of encouraging strangers (not dogging!
). Dragging yourself to your local pool is completely different. I wonder about how we used to live - presumably we'd be working on the land/hunting/childcare together? Physically arduous but mentally very much connected to each other, surviving becase we survive together. It's how we evolved.
Another thing I thought was interesting was the messiness of the woman's own room compared to the tidiness of her daughters room, and the effect findnig out she was pregnant had on her. It just seem to point so strongly to this being an emotional problem, and a starting point to begin to explore in therapy.
WRT the cost and time involved, I think the money goes in the wrong places. The NHS, Police, Social Services, DWP etc end up picking up the pieces down the line.
Erm I appear to be writing an essay so will stop now!