Ask your therapist for more information on your diagnosis. In mental health, what matters is not really what exact diagnosis you have, but that treatment is helping you. We don't treat diagnoses. We treat people. A diagnosis is nothing more than a shorthand way of describing what problems you might be having and why you are in therapy. Many therapists don't do any formal tests, but get to know what is important to you by talking with you. They may be able to identify that you have depression and anxiety, and that is enough to work from, although after they know more, they may be able to narrow it down further or identify other problems.