I have been where are, ThisWayOut. And truthfully I'm not for from it now.
I've suffer from depression for 30 years, some pretty could but most have left me feeling hopeless. I'm under the treatment of a psychiatrist and have been since the depression first hit me. I'm listed as bipolar II because I have had two manic episodes.
If your therapist is not of help to you find another one. You have to have a really good connection with your therapist. If I hadn't at one point I might not be here today. Not that today is a great day, but it's manageable.
Personally, I take meds, couldn't make it without them, but there are plenty who have found ways to manage their depression without using meds. I tried and all it did was land me in the hospital, so I quit fighting about taking meds and listened to my doctor.
Finding things to distract yourself helps. Getting outside with nature. If you love animals they are great healers. You have find whatever it is that distracts you the best. I read, but there was a time I couldn't concentrate enough to read. Meditation works well. These are just a few of the things I've found that help. But even with all that, I'm still struggling. Stress makes it worse and right now I just got let go from my job, which is totally freaking me out.
Anyway, sorry to ramble on. Wish you luck and peace.
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Bipolar I, Depression, GAD Meds: Zoloft, Zyprexa, Ritalin
"Each morning we are born again. What we do today is what matters most." -Buddha