Lithium is somewhat known for it's properties that reduces risk of suicide from what I've been told. It's helpful for Bipolar but has often been prescribed for depression alone too.

As for the antipsychotic, they're sometimes used as an adjunct med to increase the effectiveness of antidepresants. Another thing they're sometimes used for is psychotic symptoms from psychotic depression. And there are some cases where they're prescribed for severe anxiety but not as common

The best way to get clarity though would be to ask your psychiatrist the reasoning for the combination you're on.