Depression medication while pregnant..

Had to be weaned off medication I was on because it was danger to the fetus. My first pregnancy I didn’t have to be on anything I did okay. This time around though it’s different. I am having a really hard time coping. I see a therapist, go to the gym, meditate etc., but idk nothing is helping. Idk what to do, it’s hard to explain.

Has anyone been on medication while pregnant and everything been okay?