A lot of us initially honed in on your question about depression and the phrase "high functioning," and went straight to the therapist doesn't know what she's talking about, but I think I'm seeing something else in your post.

From your initial post where you said "I asked my therapist, if she thinks that I have a depression or something else," you don't seem to know if you are depressed which may be a sign that you probably aren't, at least not to the extent that you would hold the diagnosis of Major Depressive Disorder. Even those that are high functioning, generally know internally that they are depressed if it is severe enough and long-lasting enough to qualify for that diagnosis. You asked specifically about a depression diagnosis, and perhaps the reason your therapist was hesitant to apply that diagnosis is simply because, in your case, it doesn't quite fit.

What I noticed was this statement: "I have always felt like there's something really wrong with me. Like I am not... right and I have been dealing with tons of negative emotions and feelings of emptiness." That doesn't necessarily sound like depression. This could be ongoing problems with self-concept, lack of confidence, a feeling of not quite knowing what your goals are, or something along that line. I don't know that those would necessarily carry a psychiatric diagnosis (someone here might know). I think sometimes therapists default to a general diagnosis of adjustment disorder for less defined symptoms. Maybe that?

There is also a low-grade persistent depression referred to as dysthymia that you might want to read up on. That might also be descriptive of what you are experiencing.