I understand the memory thing very much. My memory has improved as my depression has improved. I'm sure that it'll be the same for you.
Sounds like we are on very similar paths. My doctor also started me on prazosin hoping that treating my PTSD will improve my ADHD and Depression. I recently have been experiencing basically constant intrusive thoughts in the form of memories. Sometimes related to the trauma itself, but recently just shifted to a near-constant onslaught on memories of things I've done that I regret, things I've done that I find embarrassing , things in my past that make me cringe. The barrage of negative memories has been rather distressing. I've only been on prazosin for 3 days and today I think that I can count the negative memories that I experienced today on one hand. Maybe two. That is a MASSIVE improvement. I haven't had any nightmares although my dreams have become more vivid and I've had dreams where I've been using substances every night, which I wasn't before the prazosin. Before the prazosin I had a couple of using dreams a week.
So for me personally, the prazosin has been amazing for my PTSD symptoms. It comes at a cost though. I feel foggy and slightly detached from everything I do. Almost a sort of dissociation. When conversing I also experience a lot of "on the tip of my tongue" moments. I'll go to say a word and as soon as I go to say it it's like the word has been erased from my memory and can't retrieve it, "resulting in the tip of my tongue". I was talking with a coworker today and it happened and I got so frustrated that I couldn't think of the word that I became distracted and the conversation ended because of it. So honestly, I'm not sure if I'm going to continue it. I love how much it helps my PTSD but it makes my ADHD much worse. I hope I can eventually convince my doctor that I would benefit from a daily stimulant because I don't think the issue would be as bad if I were prescribed one. Stimulants also significantly reduce my PTSD symptoms themselves.
I'm happy to talk whenever

I'll always try my best to reply. Being able to talk also helps me a lot. It seems that we've been on a similar bath for quite a while now and always seem to end up in the same spot as one another. It definitely helps to not feel so alone as nobody in my personal life truly understand what the struggle is like
I'm no professional, but I think that I agree with the doctor that it's best to save the lunesta for last. Hey man, knocking 3.5mg off of your Oxy dose today is great! If cutting 2.5mg daily is too fast don't be afraid to take time to get adjusted to a dose, but if you can handle the discomfort of cutting 2.5mg daily then I say go for it! As long as you're not going back UP in dose then you're winning the fight. What benzo and what dosage are you on? Don't be in TOO big of a rush to cut the lunesta. Your sleep might be disturbed for a while as you cut down and eventually detox completely from the opiates. Lunesta will probably come in handy during that time period.
I think that giving the SSRI a shot is a good idea

I absolutely subscribe to the "Don't knock it until you try it" mindset. I have a friend that I'd love to smack the shit out of. The most depressed motherfucker you'll every meet and he basically refuses to give any sort of antidepressant a shot. It's extremelt frustrating but I've had to give up on trying to help him.
Sorry to keep talking about me, but if you're still considering it, Sublocade has treated me great so far. I did the 300mg shot. It's been 17 days since I've gotten the shot. Haven't experienced any withdrawal yet, haven't had issues with sleep, my bowel movements are becoming more regular and I haven't been having to use Miralax every night just to be able to use the bathroom. 13 more days. We'll see how it goes, but so far so good. I have confidence that I'll only need the one shot to successfully taper. It's a great option if you do end up back on Suboxone. I'm not trying to pressure you. I'm not getting paid by the makers of Sublocade lol. If you're able to successfully taper Oxycontin then thats great

Sublocade is kinda scary because you're committing to a for sure 30 days of NO opioids having any sort of effect. Hell, probably more than 30 days before the buprenorphine has completely cleared. But if one decides that they want to continue the opioids afterwards then they'll be able to. Not gonna lie. I have 30mg of Hydrocodone that I'm very much looking forward in partaking in once this shot wears off.
I can only imagine the temptation after your doctor told you that. I'm proud of you for recognizing the temptation but holding firm in your belief that you can get through this. It's a bit cliche, but if you truly believe that you can get through this, then you absolutely can. Just gotta keep your eyes on the prize. If the cravings get bad and you feel like caving, just remember to "play the tape forward". Think about what would happen if you got more and how ultimately it'd be making things harder for yourself in the future. I find that technique very helpful when I'm really craving. Just gotta realize that nothing good comes out of using these things. A moment of relief in exhange for what seems like a life of misery.