Re: What do I try next?
Given your lack of success with SSRIs either a SNRI, or TCA is probably the way to go. As per one of my previous replies I believe a TCA such as amitriptyline, or imipramine would be a better option than a SNRI.
Unfortunately, most ADs can trigger weight-gain. Bupropion is one that usually doesn't, however, it is very stimulating which can worsen anxiety significantly though a few do well on it. Trazodone is also usually benign, but it can be very sedating, especially at the lower doses. These days it is mostly prescribed for SSRI/SNRI induced insomnia.
Weight gain isn't always necessarily a direct side-effect. There can be other factors which play a part too, including that people often regain their appetite once their AD begins to work. I've found a low carb diet plus moderate exercise can work wonders. Exercise is good for anxiety too.
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The opinions expressed above are based on my observations and, where applicable, interpretation of cited data and are general in nature. Consult your physician before acting on anything stated.