Hi Rich,
You will get advice from different people on this website, with their own problems, with their own perceptions of what you are experiencing, and their own suggestions, and all will be hoping to give you the best advice as they see it, but it may not be the best advice for you.
Here is mine.
Losing one's job can be extremely traumatic. Not only does it have serious financial consequences, it also seriously impacts on self-esteem, and there is the worry "will I ever be employed again".
Many people think about suicide, but in the way that you say you do. If you feel confident that you are just thinking, and don't feel you would ever reach the point of turning thought into action, I feel that what you need is counselling.
I wonder if you have been able to discuss your feelings with anyone. It really does help to talk: it is very damaging to try to cope on your own, and family or friends may not be people you would feel happy to talk to.
I recently rang the Samaritans. I had always steered clear of them because I thought that you had to be suicidal to ring them.
They can be phoned free 24/7 and talking to someone anonymous but sympathetic can be a great help.
G.P.'s are under great pressure and have limited time to talk, and there is therefore pressure on them to medicate.
My suggestion is therefore that you'd be best to avoid the medication (check with your G.P. if you do decide to stop it, since medication often has to be reduced rather than stopped abruptly), ask for counselling and relaxation classes, and talk to someone when you feel low.
My qualifications for giving you my advice are that I also lost my job, know what it can mean, have sometimes thought about suicide at times during my life, and have had panic and major sweating issues, and yet have coped without pretty well overall without medication.
Others will disagree with my advice and only you can choose,
Very best wishes,
Dave