If the VA isn't working, and nothing you're doing right now is having any effect, you need to map out all your options and start implementing changes. They don't even necessarily have to be big changes at first, but you have to try to pick yourself up enough to at least take baby steps. We can help you do it.
Brainstorm and come up with all the different ways you can change the current situation -- is there anyone in your life you haven't reached out to yet (not necessarily doctors, but perhaps old friends or someone who will be willing to listen and talk to you with empathy)? Is there anyone in your family who can help or any relatives you can visit (sometimes a change of scenery helps make things clearer, but if you feel really unstable, maybe that's not the best idea -- up to you)?
Can you try finding another therapist, one not through the VA? Some therapists are willing to drastically cut their rates if you explain things to them. And last -- and maybe this will sound stupid -- but are there any hobbies or interests that you used to have that you might be able to resume now? I realize that sounds quite silly, and it's hard to take an interest in anything when depressed, but that was always my way of picking myself up again -- just forcing myself to DO something to change the routine and get a change of scenery ...
About your wife -- I think she probably just said that out of frustration. I'm sure it was painful, but I doubt she meant it. And I'm sure that she is hurting inside because she doesn't know how to help you, or is unable to do so. There is nothing more painful than watching someone you love suffer and being unable to do anything to help them -- and it's that kind of pain that usually triggers statements like the one she made.