Depression is the biggest bully in our town. ( depression forum). Sometimes it just gets the better of us and we have to give ourselves the same patience and kindness we would give someone else and just start again. It doesn't matter if you need a med change. It will make you feel better. I've never been in therapy but I can't imagine just suddenly telling a stranger all my stuff. Anyway she is probably so used to this and will wait until you are comfortable.
Keep trying. You're doing all the right things. You've taken all the good steps to get better.
Good luck.