I have diagnosed as treatment resistant as well and I know some providers not experienced with it might get frustrated. I don't know if your illness is depression/anxiety but that's what mine is. I don't think it's as hopeless as it's been made to sound to you, however.

Lot's of people don't have personalities that are conducive to therapy. My daughter has Asperger's and I know she is not a person who will do well in therapy. She told me therapy is stupid and when she went last stood up and walked out of the therapist's office as soon as he mentioned the word anxiety. She is only 11 so this attitude might change, but I doubt it - unless it's for something specific (like a phobia) that she chooses to address.

Maybe meds will be of most help to you. If your current ones aren't helping can your psychiatrist explore other options?