I'm sorry I can't give you any advice, but I deeply sympathize. I pay my T out of own pocket, as I live in Europe like you. It's hard. Therapy is expensive and I had to make some sacrifices. Two weeks ago, I almost thought I'd have to quit due to finances. It was hell. Fortunately I got a new job.
As others have suggested, maybe you can see your T once or twice a month instead of every week? Sure, it's not enough but it's better than nothing.

I'm really sorry for you. It's so stupid that therapy (even for "mildly" depressed people) isn't better insured.

Good luck.