the only way to make it stop

Depression and anxiety have been kicking in for quite some time, definitely for long enough to make me believe there’s nothing that could help me. I feel like every bit of happiness has been sucked out of my life and replaced with void and darkness.
I remember I used to feel alive, I used to have some hope, I used to laugh without any problems, because something was funny because I was just feeling good at the moment.
And now it’s all gone. I wake up from nightmares every night, I can’t think straight, I always feel so bad. I think about ending my life or cutting again a lot. Basically all the time. I am on medication, but it doesn’t help at all, it only blocks me from really feeling these things, I feel them, but they feel like dark void and cold in my chest, I can’t even cry to make it lighter and the only way to feel better is to cut again to feel more alive and real. Sometimes closer to death. Sometimes both at the same time.
I was thinking about getting hospitalised, to get better or at least take a break from real life and be safe for a moment, but my psychiatrist said I don’t need that, because no, it’s definitely not about what I want and feel like I need or something, that’d be a crazy concept. And my mother listened to her blindly and I can’t get myself there since I’m so young.
And I want this to stop. I don’t want to live like this, I don’t want to be this, a depressed kid, a burden, worthless, losing everybody i care about, having to lie to everyone. I don’t want to exist.
I don’t really want to die, I am not excited about the pain that’ll probably go with it, I don’t really want the few people I know to hurt. I just want to stop feeling this, stop existing.
But the only way to stop existing is being dead, right?