Okay sweetie, this is exciting news, because when your doc finally cuts loose with a cortisone shot AND an RX, he knows you're really hurting. You have probably gone thru all this checklist, but would you believe, I had a bad (read;bargin) mattress for a year and it did not help matters. How is your mattress?
I got one of those memory foam ones, but it is so humid where I live; I wonder if it is able to really do what it could in drier climates. So:
cortisone shots sometimes take a day or two to work; they are a miracle for lots of people;
Have you tried putting pillows between your legs?
Your wife is on to something with the anti-depressants, but I am thinking in a different direction than meds. I am treatment resistant when it comes to depression and meds.
This is why I never pass up a chance to laugh and often feel better after a really hard cry. I think some people have to make their own chemicals; anything they put in just skims thru;
So...anything that cheers you up or makes you laugh might indeed make you feel better.
I sincerely hope that your wife comes around; meet her halfway too (no offense intended; it is just I know I am not fun some days, so I know how it goes....) and that your doctor starts really trying to see what works.
Good luck with the shot. Do not be scared; it is a big needle but they administer it expertly and it does not really smart that much.