It sounds like you have a long-standing depression, and in some people (like me), such depressions are qualitatively different. A "simple" reactive depression may respond to short-term CBT type interventions. But a deeper depression of long standing, especially if complicated by underlying issues, often doesn't respond to CBT--and may even be worsened by it.

The best evidence so far is that a psychodynamic approach within a long-term therapeutic relationship shows the best overall recovery rates. If you've had 5 Ts in 7 years, you've never experienced such a relationship. The theory is that such a relationship addresses any underlying issues, at the same time the extended contact and depth of emotional contact creates new neural pathways in the brain, also influencing neurochemical changes, independent of any meds (though sometimes meds can be appropriate and help relieve conditions that interfere with full participation in therapy.)