It's great that you've found a good T who you can feel at ease with, but sorry to hear that CBT isn't working well for you.
CBT can be a very effective approach, but it doesn't work for everyone. I'm doing schema therapy, it's a kind of therapy that includes elements of CBT and other elements as well, and it was designed for people for who standard CBT doesn't work well. Perhaps worth looking into?
Could you discuss with your T your frustration/feeling that CBT isn't working well, and ask if a different approach can be tried? As Lilypup says, many Ts are trained in more than one approach.