No, you certainly haven't wasted your money with those.
Of course I haven't heard all of them, but I can ensure you about the ones I have.
Shadow Gallery's Room V is definitely one of their best albums and also one of the best releases of the past year in the metal genre. It is recognized but most fans as a prog metal masterpiece and that would be close to my opinion about it too.
Orgasm might be the best album from Atrox, a really great band with an incredible female singer(she is The Third and the Mortal's singer's sister). I wouldn't say it is goth as you mentioned above. More likely another experimental band with a lot of great moments. This album is a definite gem and I would be really glad if I could find it somewhere to buy it too.
The latest Redemption's album is also a great one in my opinion. Ray Alder has always been one of my personal favorites in the prog metal scene, concerning the vocal aspect. I really liked Redemption's first album, maybe even more than this one, but I think that The Fulness of Time is definitely a worthy one to buy.
I left Ephel Duath for the ending, as this in probably my favorite of all bands mentioned above. Pain Neccessary to Know is truly deeply experimental, continuing that strange mix between genres that the band stated with The Painter's Pallete, when they formed the current lineup(check progarchives entry on Ephel Duath for details). This is a great album, especially for those that are not bothered by this insanity and the constant mood changes throughout the songs. Though I loved this album too, I still have to say I prefer their previous one(The Painter's Pallete), a breathtaking but still very demanding album.
As for a quick recommendation, if you do like experimental music(in a general definition of the term), I would advice you to get into bands like Solefald, Age of Silence or Fleurety. I totally loved those ones, and I think one or two of them are listed on progarchives as well.
I hope I have been of some assistance.