I don’t have much advice, here, other than:
In my experience, the idea that it would take “six weeks” for the drugs to work was a non-starter. I’ve been on and off the drugs for years, because three weeks is about as long as I’m able to try to do something without feeling like I’m making SOME progress. After three weeks, I feel like things are pointless, and then I get more depressed, I complain to my doctor, and they always say, "Oh, but it takes six weeks . . . " so then I just stop taking them and avoid my medical and psychiatric professionals because I can’t take having one more person in my life who is disappointed in me. This fall, I went back to my doc, said I wanted to try drugs again, but insisted that she not put me on the weenie dosage, and voila–I had my usual 3 days-1.5 week period of feeling all out of sorts from the drugs, but by the end of the second week, I felt noticably different. Am I all better? Nope, I need to pick a therapist (couldn’t before because my insurance was changing), but I don’t feel like crying every single day, either. It’s different enough to get by, which is feels like a miracle.
As far as horses and riding, honestly, it’s a crapshoot. I feel bad about myself if I don’t ride, because supposedly I love it so much, and doing things you love is supposed to help you beat depression; so by not riding, I am giving into depression and am therefore a bad person; I feel bad about myself if I do ride, because I fixate on the mistakes I’ve made and feel guilty about letting my instructor down, letting my horse down, etc. I stop liking my regular mount and want to ride anything but that horse; I spend too much money and can’t commit to making any goals, so I am forever “not ready” for shows or hunting or whatever, be it because I didn’t buy the equipment in time, or I couldn’t have productive enough lessons to develop my skills.
But then, if I “Just Take it Easy and Make No Plans” I feel as though I haven’t invested in myself and am wasting my life.
All of this is to say, I have NO idea what you should do, because if I were you, I would choose the horse my instructor liked the most, but would feel resentful and glum towards the poor beast. But if I DIDN’T go horse-shopping, I would resort to obsessing over the fantasy of a new horse, where having a new (perfect) horse makes everything about my life better. (Seriously, when I fantasize about buying a horse, having a horse even makes my eating habits better, because I believe that I will spend more time in the produce aisle buying carrots and apples for my horse and will then buy more vegetables for myself.)
I need to be thumped over the head with a polo mallet. 
I have this vague idea that you should probably avoid this sort of pattern. Therapy might help?
Good luck, and hugs, jingles, etc.