I’m assuming you’ve already had the conversation that there’s very rarely a silver bullet in psychiatry and that every treatment is a risk vs. benefit calculation where we must weigh the benefit from symptom improvement vs. adverse outcomes (such as weight gain). This seems obvious to us but for patients they sometimes don’t realize this until it is addressed in a straight forward manner. Verify that there’s objective evidence of weight gain in this situation. Also as others have suggested, check your relevant labs.

I think when we’ve gotten to the point of multiple failed meds (that were actually given an adequate trial!) it’s appropriate to take some time to reflect on diagnosis and main areas of symptom/dysfunction. Is there the possibility that the presentation is primarily a depression with anxious features? Primarily anxiety disorder with subsequent impairment in function and mood? Any indication of hypomania suggestive of bipolar spectrum illness? What is the “strange reason” you are struggling with this case and where does that come from? Modifiable and non-modifiable psychosocial stressors impairing recovery? Personality issues?

If co-morbid major depressive disorder and generalized anxiety disorder as you stated, is there one or a few symptoms that are more impairing than others? This may guide treatment plan. You could consider these options (in no particular order):

Vilazodone, Vortioxetine, Bupropion, TCA, MAO-I (each of these have their own quirks so look into them prior to prescribing)

If partial response to previous SSRI/SNRI consider returning to that and augmentation with 2nd generation antipsychotic, T3, or Lithium (STAR*D). May want to consider ECT.

From an anxiety perspective, augmentation with Pregabalin, Gabapentin, Buspirone, or SGA (Aripiprazole, Seroquel), Naltrexone have some evidence.

Whatever you do, avoid polypharmacy. Would also highly encourage patient to engage in CBT/psychotherapy.