It's a good thing that you consulted with your doctor to try YAZ.  Are you also talking to a counselor? 

Talk therapy can be very helpful, especially when you first are tackling depression.  Getting regular exercise helps.  Yoga can be beneficial.  Eating well helps.  Make sure that you get enough essential fatty acids in your diet (eg. deep water fish like salmon, Omega-3 supplements) which is also helpful.

Finally, sometimes we must experiment when it comes to antidepressants.  There is no one-size-fits-all.  I recommend that you talk to your doctor exactly what you've said here.  That way together you can formulate a plan of what to do next or continue to do.