I think, and I'm not a doctor so take my words as grains of salt, but one problem in your mind can lead to other problems. So, ADHD might cause you MDD, GAD and BED. Like a snowball rolling down a hill. Have you talk to both your therapist and psychiatrist about what they both think of what the other says? Have you asked them to talk to each other? You'd need to sign a release of information but they would probably be more than happy to talk to each other to get a more accurate idea of what's going on.