I think my medicine is bringing back my depression

I want to start with saying I've never been formally diagnosed, but I've been lying on mental health forms since I was 13 to avoid alerting to anyone that I may be struggling.

I was doing good for a few years, hopeful and happy even, but it seems like all of a sudden I'm back in this depressive rut. I dont want to go to work or contact friends, or talk to my family. I just want to sit in a corner with a good book and rot away a bit. I know that I dont want to die, but I have no motivation to live either. And I was just watching a show and wanted so badly for one of the characters to kill herself so that I could kind of vicariously die through her. Even now, typing this Im kind of numb, and that little ache in my chest that comes from the sadness is offering a little relief to overwhelming nothingness.

Where the medicine comes in, I've been prescribed a GLP-1 agonist quite recently, and my GP did warn that depression and thoughts of suicide were a potential symptom. And I know it's immature, but I'm scared to mention that any of this is happening. I already dont love being prescribed longterm medicine like the GLP-1, and I'm confident that I dont want an ssri. On top of that, I feel like I shouldn't lose the GLP-1 until its helped me reach my weight goals (For more reasons that I should probably workout with a therapist eventually).

TLDR; I think my GLP-1 is exacerbating a depressive episode, and Im conflicted about alerting my GP.