Anxiety - depressed, agoraphobic, meds not working?

You should go to your doctor and let them know. Some meds work well for some and not for others. Xanax (Alprazolam) is more social phobia/anxiety relief oriented (your agoraphobia), this could help relieve your symptoms and calm you down, it is considered one of the 'stronger' (at the same time more risky) medications. I know exactly how you feel. You've got to take it a step at a time. I've improved since being on meds, but it won't do all the work. Find something that makes you happy to turn to when you find yourself in those low moods, anything at all. You may need counselling too. Hope it gets better.