Depression

About 6 months ago I went to my doctor about the nightmares I’ve had on and off since a kid. The doc felt this was related to depression, which I agreed with. The doc gave me anti-depressants, esc-citralipram 10mg I think. I've always gone through troughs where I feel bad for a month or so, so I’d always dismissed it. However this time it had been going on for a few months. I took the tablets but they only helped a little.
I then went back to the docs, after the month supply had run out. Doc said that he felt the drugs weren't working, he changed me onto Mirtizapine (15mg), he then upped these to 45mg after 2 weeks due to the side effects at low doses I was experiencing. These were great for a month and half, I didn't feel bad, to be honest mainly because I slept most of the time, when awake I just didn't feel much at all. But they made me really hungry to a point where I was really depressed again, doc changed me onto reboxitine, 4mg twice a day. The first few weeks were dreadful, but I can't tell if it was because it took a couple of weeks to kick in, or if I felt bad because, I found a the body of a girl that had killed herself washed up on a beach on a family day out, a few days after I started taking the drug (seriously, really did!). The next couple of weeks I started to feel really energised and hyper, and a little better. At my monthly check up I said I wanted to come off them as I felt didn’t need the, and they were giving me insomnia. Doc said that it was a sign I was getting better, and to continue with them.
The thing that’s worrying me, which I don't want to mention to the doc, is that I get really paranoid. Now, I don't think government is plotting against me or anything, nothing that extreme. Like checking all my windows and doors several times throughout the night. If i'm home alone at night, I find it impossible to get to sleep for fear someone is going to kill me. I keep thinking my friends and work colleagues are talking about me. I also get really paranoid about things out in public, like if I see a suitcase by itself, I think there is a bomb in it, part of my head is says its not, but the rest of me can't help it, I get so worked up I talk myself into staying still as that might trigger something. Other thoughts have included, thinking that someone I've seen is concealing a gun. The thing is I’ve always had feelings like this, but I’ve always thought its just me being stupid. Thing is I know its not real, I but I can't stop the stomach churning feeling of it. I've told my boyfriend about some (not all of them) of these feelings and he dismisses it as me being highly strung and over imagination.
I don’t understand why I’m like this I'm highly functioning, even when depressed, I'm good at keeping my feeling hidden.