If therapy doesn't help stop going, you're already struggling with money. You can also cut off the medications.
If you're already miserable you should start working towards something you find value in because there's not much to lose now even if you fail so you might as well try. You could also try finding people who are miserable like you and talk to them, knowing someone who has gone trough similar troubles helps a lot. I cut connections with a lot of friends, don't fall into that trap.
I also suffer from depression, but I don't really have any friends, but I've been told that maintaining a solid social network is extremely important if you want to improve your mental health, so no, don't cut ties with your friends.
It may seem to you as though your friends might not care about you, but they most likely do, even if they don't say it. Based on experience, cutting your friends off is worse, especially if you're not so good at making friends. Ever since I distanced myself from my friends, I've had more bad days than good ones. Maybe you could talk to them and tell them how you feel so that they can be there for you and understand how you feel.
Keep trying bit by bit to do the best you can to improve your well-being and outlook on life.
Rather than cutting ties, look to strengthening and improving what your abilities and strengths are.
With money, perhaps start a journal? Staple receipts and bills inside so you can see what's going where and what needs to be paid next? Tackle it week by week. Start a little coin jar or tuck a little money away for bread / milk each week or food so you have a little savings pool that you're only accessing for necessities in emergencies.
Also perhaps look in to activities/ support groups close by. Meeting like minded people can do wonders if you feel your current friendship group are not getting it. Also don't be afraid to try something new or change therapists if and feel your current one isn't working.
Try not to be so hard on yourself. You're doing an amazing job really. It's not easy to cope with everything as you have been. Know that any attempt to try is better than no attempt at all.
Look... it sounds like you are under a lot of stress right now and that is going to make any medical condition worse. But there isn't going to be any less stress when you get rid of your support system. Be honest with your friends about your feelings of being a burden. You may have to try and do things differently -- change your therapist, try various kinds of self-care, complain to a journal so that you aren't constantly complaining to friends. Make an effort to listen to them and their problems too.
BUT you should never presume to make decisions for other people. Dropping your friends because you think that it is best for them is... well it's not very respectful to them. It's like you're saying "you're too stupid to know what's good for you so I'm going to make this decision for you." Don't do that to your friends. I mean... if YOU no longer want to spend time with them and you don't like the relationship that's one thing. You have a right to act on your own behalf. But you don't have a right to make decisions for your friends. If they want to stick by you and support you, respect that decision.
Sometimes when your brain is stuck in a negative state, you have to do the opposite of what it's telling you to do. It's tough to do that because your brain is what you think with, and when it's having a glitch then your thought processes are all glitchy. So sometimes you can't trust yourself. But letting other people make their own decisions is a good rule to live by. You set your own boundaries and you let other people set theirs.
It's your depression that's talking when you're thinking about cutting your friends away, because it's trying to make you feel depressed about the fact that you're a burden about them. Staying with them will keep you from spiraling to a darker place. Also plan day trips to places (that are free and no-costly) and that should help you a bit.