The relationship between the therapist and the client is the #1 predictor of recovery. They don't really know why that's so important, but it is absolutely essential that you and your T have a good relationship. If that hasn't happened for you yet, that might be the problem with therapy. Also, if you're unwilling to work and expect others to fix the problem, therapy won't work for you (not saying that's the case, just throwing out possible ideas). Also there's about 10% of depressed patients who, for reasons no one really understands, are totally unresponsive to all treatment. No medications work and therapy does nothing for them.