Navigating the mental health care system in this country is difficult. From what you've described, here's what I would do:
- Start with an in-network therapist. My personal bias is to look for someone with a PhD in clinical psychology, but the important thing is to get started. Talk with your therapist about medication. They are trained to do this and to get you do an MD (psychiatrist) if you agree it makes sense. They will take it from there. Managing meds is basically what they do. (There are psychiatrists who also do talk therapy. If they are good at both, it won't be cheap).
- Do not feel at all obligated to stick with your first provider. This part is hard, due to the awkwardness of firing your therapist. Therapy takes time, but it may be clear after a couple of sessions that you are, e.g., with someone who won't talk about solving practical problems and only wants to talk about your upbringing, or the other way around. If you think it might be a good fit, give it more time, but it's true: you do have to click with your therapist for it to really work, and there is no formula for that.
- If you are not a danger to yourself or anyone else, and you are able to take care of yourself (basic social functioning and providing for yourself), then consider thinking about your care in terms of cost and benefit. If you are having to make excuses to duck out of work, that's stressing you out, and the therapy isn't helping, that's a bad c/b. If it's costing you an arm and a leg, your mind is more important, but that's still a bad c/b.
If you are isolated and in constant pain, strongly consider staying in some sort of care as a safety net, even if you can't find someone with whom you really click.