Second T is either in denial or totally clueless. I've been depressed my whole life and I didn't even know. I thought it was normal and I was just weird or defective for being so -bleh- on the inside - for always feeling like there were weights dragging on me. I've always been high functioning. As I told T, I prefer to be busy because it keeps me from falling into a black hole.
Therapy with an understanding and capable T has been... I didn't believe it was possible for me to be where I am now.
My T, btw, hasn't given me a diagnosis - though I was previously diagnosed with GAD, ADHD and moderate depression (he does say that he doesn't believe I have ADHD, but it's not important to me so I didn't press).
As a previous poster had mentioned, I would approach therapy with the desire to just feel better and not worry about diagnosis, unless you need it for insurance.