Warmth is valuable, rapport, attunement, a strong relationship- those are all healing things, some research shows the relationship is actually the main thing, but of course, I hear you saying you need more.

I needed more from my therapist too. Took me months of on and off asking, and wasn't until a rupture she "saw the light" and realized what I needed. Do you have hope your therapist might still get it? Have you talked about using specific styles of therapy to help you out of the depression? Therapists should ideally have a variety of tools and techniques in their repertoire, can you two keep trying together, have you tried the other things long enough? Just something to ponder. Is she incompetent, or is it just a matter of needing to try another approach? Have you made progress or worked on other issues, or has it been a constant focus on depression and no progress at all for the 2.5 years? It's not like there's a one size fits all treatment... so...without knowing more it seems might there may still be room to get what you need with her.

Good luck! Sounds frustrating.