I fucking hate being mentally ill

I've tried millions of millions of different coping mechanisms. None have worked besides ones that are unhealthy. Smoking and drinking helps me so much but I hate doing it because it's bad for me. I'm trying to use more "healthy" coping mechanisms but good god, NONE of them work. I mean I've tried to age regress as a coping mechanism but I'm not really sure how it works. And selfshipping is pretty helpful until I miss someone who's not even real. I don't know how to tell my therapist about this either because I'm afraid she'll judge me. (I get she's a therapist and she's definitely seen worse but yk). I'm just really stuck. Plus, i've been on 3 different meds for months and they do absolutly nothing. I haven't said anything though because I don't want to go on more meds and be treated like some lab rat.