What you've been told by your doctors is correct - Stress can often be a trigger for depression: they are not mutually exclusive phenomena. The fact that "things have gotten worst" after you stopped therapy supports this.
Antidepressants generally don't aid sleep, but there are some eg Mirtazapine which are known for their effects to make patients a little drowsy. There are other sleep adjuncts like Valium (diazepam), which can be prescribed as a short term measure to bridge a very difficult period for your insomnia.
Seeing as how you've been jumping between many different hospitals and psychiatrists, my advice would be to continue with your medical treatment (as you mentioned, things have clearly got worse since you stopped the medications), and stick to one psychiatrist who you are able to establish the best rapport with - ie someone you find the most sympathetic and understanding of your condition, and who takes the time to explain to you more about your condition, and why it's important to continue with therapy.
All the best
