People do try psylocybin, or ketamine, or frankly just about anything. Esketamine even has regulatory approval as a tretment. Research is sometimes posted here on HN. But nothing seems to be as effective as ECT, it truly is the king of affective disorders.

BTW, and not many people know this, it is a procedure performed under full anesthesia, including muscle blockers. From the outside it looks very calm, and from the inside the patient's experience is pretty much identical to taking a nap.

It is not risk free, precisely because of the anesthesia, so in most areas one can only get it if they try enough other treatments - like 2 or 3 or something like that, ideally from different classes of drugs. But definitely do consider this if you're suffering and nothing seems to help (enough).