*edit* I was forced to remove all the links I intended on providing here because I am a new member.
There appears to be a decent amount of info on the subject of cigarettes and depression on the net. Google is your friend here. You're not alone.
I've only just skimmed some of the information I'll present here. This is all news to me as I never delved into it. Basically what it sounds like you're going through is withdrawal from cigarette smoke's ability to inhibit MAO, Monoamine Oxidase. Since you're losing an inhibitor of MAO there's more available to catalyze more dopamine, serotonin and norepinephrine meaning less is available to fulfill their functions which can lead to depression among other symptoms.
"Dopamine has many functions in the brain, including important roles in behavior and,cognition, voluntary movement, motivation, punishment, and reward, inhibition of prolactin production, sleep, mood, attention, working memory and learning."
Serotonin is another neurotransmitter that functions widely in the body and brain. "...brain cells, most are influenced either directly or indirectly by serotonin. This includes brain cells related to mood, sexual desire and function, appetite, sleep, memory and learning, temperature regulation, and some social behavior." "...serotonin can also affect the functioning of our cardiovascular system, muscles, and various elements in the endocrine system. "
Some of the symptoms mentioned in the link below are exactly some of the symptoms I've had when quitting smoking before. Typically when I quit for 1 - 2 weeks I exhibit the inability to concentrate, a general feeling of uneasiness, disorientation, muscle tightness and spasms which all culminates in about 5 days with a feeling of having a heart attack. Twice I've gone cold turkey and twice I've sought medical treatment for fear of having a heart attack only to be told nothing is apparent. The first time I went to my doctor, he put me on an EKG. Everything was normal. The second time I felt like I was having a heart attack AND half of my left hand went numb.....I went to the emergency room. Everything was "normal".
I can sympathize with what you're going through. I've been through serious depression before, not attributed to smoking cessation. It's not fun. I know. You definitely want to speak to your doctor(s). If they insist you just need to tough it out then perhaps you should consult another doctor making sure to inform him/her about the medications you're taking and in what amounts and frequency. At the least you should probably smoke an analog or several daily with the intention of slowly weening yourself to allow your body's chemistry to make up for the removal of the smoke's effects. Use the vape as a nicotine crutch. Get a calender and for X days/weeks mark down that you'll smoke Y number of cigs on those days/weeks. Choose a next set of days/weeks and smoke Y minus 1 cig, repeat until number of cigs = 0. Let the calender dictate when and what you'll smoke. Don't rely on yourself. That is the only layman suggestion I know to give you. Otherwise, you'll have to depend on medical treatment.