What else can I do for my depression and PTSD?

Treatment for depression would certainly aid in the recovery and treatment of PTSD. I wonder how serious you are when you state that ‘I just want to die’. It is important to establish some kind of contract with your psychologist, suggesting that with any suicidal thoughts, you will contact the psychologist, a close friend or family member, or a crisis line. Remember that these current feelings or thoughts do pass, and from a mindfulness perspective, you could choose to live in the present moment and keep yourself grounded with whatever is around you in your current environment. If you do feel severely distressed with disturbing thoughts, you can name objects and details within your environment. You can do what's called ‘self safe hypnosis’ by stating 3 things you hear, 3 things you can touch, 3 things you can see, etc. This action keeps you in the present moment and will allow you to realise that in your current environment you are safe, as what is bringing up the pain are memories or thoughts of the past.

It's great that you are engaging in activities, and with time, you will develop the will and motivation to continue with these and gain pleasure from these activities. Exercise is great for the neurotranmitters of the brain and serves to reduce cortisol, which is the stress hormone. Continue with the exercise as well as engaging in activities that provide a sense of achievement as well as a sense of pleasure.

If you find that counselling does not work for your depression, then perhaps consider Hypnosis to treat memories that are preventing you from moving forward. I guess the question is whether the depression comes from the PTSD (painful memories from the past) or from your current circumstances. Either way, it is time to engage in a new approach, whether it be mindfulness meditation or training, hypnosis (provided you work with a licenced hypnosis practitioner and work with someone who has had experience in hypnosis with depression, as some hypnotists do not do hypnosis with depression), a spiritual perspective, or learning about Bhuddist philosophy.

A final thing to consider is whether the depression comes from a medical problem, so if you haven't already done so, you could consider a full medical check up. Good luck!

I would recommend that you discuss it with your psychologist. It depends on how frequently you are seeing your therapist and what type of approach is being taken. If you were referred to the therapist by a GP, you might want to go back to their GP and discuss it with them, because the GP might have some ideas about medication for the depression, as well. I would encourage you to discuss it with the therapist that you are already seeing.

I would recommend that you discuss this with your psychologist. It depends on how frequently you are seeing your therapist and what type of approach is being taken.
If you were referred to the therapist by a GP, they might want to go back to the GP and discuss it with them, because they might have some ideas about medication for the depression. I think I would encourage you to discuss it with the therapist that you are already seeing.

What you are dealing with here is depression in the context of Post Traumatic Stress Disorder. It would be good to differentiate your correct level of depression that you are suffering with.
There is an institute for depression called the ‘Black Dog Institute’ and they make a nice distinction between melancholic and non-melancholic depression.

Melancholic is more the organic style of depression that seems to be more of a biological base. It has got stronger symptoms, like those more vegetative symptoms. You may find it hard to get going on a typical day. It feels far more heavy than the other type of depression.

Non-melancholic is more responsive to stressors in your daily life. It can be related to a difficulty, losing your job or having disruption in your relationships. They say it is more related to stressors, and so enhancing coping skills can be a way of overcoming that.

So it would be good to know which depression you are suffering from and have it diagnosed. If it is more of a biologically-based depression or if it is more related to stressors. If it is within biological style it is a good idea to take specific medicine. It is also a good idea to look into medication if you are suffering with the non-melancholic, the more reactive sort of depression. Such as an antidepressant.

Psychotherapy alone can be very helpful. Often people with PTSD, experience things like disassociation and they can forget quite easily. This is because they have got that strong history of trauma that they have been struggling to deal with.
I would also be looking at developing a healthy sense of self. Fostering some unification in your sense of self through psychotherapy and being empathized, along with being understood and valued.

Sometimes people do not have that from past traumas. They have a very fragmented sense of self as well, there would be practical strategies in how to reduce the symptoms of depression. It might be though cognitive behavioral therapy lines.

It might also be helpful to develop a more healthy stream of consciousness and bit more of an inner life. Maybe you are still disassociating with the PTSD, so to get you asking “How can I….” more in order to connect to your current self. Things like mindfulness can be helpful too sort of developing a way of unifying your experience of yourself and coping with some of the stressors too.

People who have suffered trauma can talk about feeling very split off or feeling outside of themselves. They need to develop techniques of becoming more grounded and more in their body. Feeling more in the here and now will make them feel a bit more alive.

Depression and PTSD are often overlapping effects of the trauma. It is possible that therapy has helped to address some of the PTSD symptoms such as reducing the incidence of distressing intrusions or avoidance but there is still some way to go in addressing other symptoms of PTSD such as impacts on self esteem and self concept, feelings of detachment or estrangement from others, inability to enjoy activities, inability to connect to positive feelings and that horrible sense that there is nothing to live for (ie a sense of foreshortened future) which can be so integral to PTSD. Some of the other responses you have had here wisely point out that perhaps you have not finished dealing with your trauma and that you may need to go deeper in order to uncover and address your ‘stuck points’. What I mean by this is, the aspects of the trauma that continue to hurt you deeply. I agree also with the suggestion that you may benefit from learning mindfulness strategies and meditation to address some of the more ‘chronic’ aspects of your pain as these techniques are very helpful in alleviating suffering. Most of all, don't despair. Healing has already been taking place and will continue to progress if you continue to engage in the process.

Sometimes you need to see a few different counsellors until it ‘clicks’. Over the years I have had many clients who have seen psychologists and after the first session tell me I am different. It is not because I am better but we were able to connect better or sometimes we get so desperate to find a result we decide to give  a new counsellor our last hope and this then converts into determination to overcome. I encourage you to not stop your search but look for someone who you feel safe and secure with as often you need someone to walk with you not tell you what to do. Find a counsellor near you who you will walk with you in your struggles.