I hear you. I have found that many people (my husband for one and sometimes my therapist as well) just don't understand that sometimes it comes out of nowhere. I have tried to explain it sooooo many times.

I know with me sometimes something does trigger it. And because I have told my husband and therapist in the past, "x happened and then I felt really depressed," they think that means there is ALWAYS a cause-effect thing going on and the times I say "I don't know" I just must not be thinking hard enough about what it might be. (Or that I might be in denial of what it was.)

Honestly this is something I still struggle with as well, so other than suggesting to be like a broken record when you tell them that nothing triggered it and that sometimes it comes out of nowhere, I'm not sure what the answer is.