I see where you are coming from and you're not wrong, well not exactly. You have to understand that Psychiatrists not being infallible is correct, but pointless. They are the best, most reliable help. Say what you want about the limits of modern medicine, it is by far the best thing ever invented and keeps getting better.

The meds take time and its a trial and error process. Patience is a virtue. While you figure out what works best for you, some help, some hurt, and its up to you to find which is which. What we know is that it is not just a deficiency in neurotransmitters. A pill can't fix everything. But its part of a possible solution.

Going for a walk is not dismissing things and you should not dismiss it. It is backed by hard science and costs nothing. Getting exercise is a proven reliable thing. Do it, regularly. It is not a cure, but it does disrupt the doom looping rumination that characterizes depression. Treat it like a prescription, powerful medicine with no copays. Go forest bathe. Practice meditation like nature appreciation. Neuroplaticity is an ability to rewire your brain.

Those three pillars in the right amounts (meds, exercise, cognitive reinforcement) are proven to help manage depression.