This is a hard question for me. First of all, I'd like to assure you that your post doesn't come across the way you fear, and that this forum is all about help anyway.
When I was much younger, absolutely yes. Now... I think it's a little different. By which I mean there are things that have happened beyond my control that also affect my mood, and I am living next door to a very cruel man who finds my distress and pain... amusing, and has acted to extend it. I think that these days I wish someone who has some authority would see what is happening and act on my behalf.
One big plus this year is my diagnosis of bipolar. It will now be on my medical record, which will hopefully mean I never again have to see a strange doctor and beg them for antidepressants while they sit there stony faced as if I'd just asked them for regular injections of morphine. My usual doctor is great, and has saved my life several times over the years, but as I keep saying to him - he has to retire someday.
You say you are worse sadness-wise lately, and that you feel disconnected from your therapist. Have you talked to your therapist about dysthymia? Together you could look back over time and see how well it fits yourself. It sounds to me like you know something is amiss, but are having trouble isolating it, which is making it difficult to deal with. Your therapist should definitely be helping with that.