I see several different issues and questions that are getting jumbled up here:

Does your therapist have an accurate understanding of depression as a diagnosis and as an experience? I would say DEFINITELY not. Her description of people with depression as "seeing everything in a negative light" is incredibly stupid and simplistic.

Can someone be depressed and still be "high functioning," have strong relationships, be successful at work, etc.? Absolutely.

Are you depressed/do you have depression? No one here can answer that.

Is depression useful as a diagnostic construct in the first place? Are any psychiatric diagnoses useful or meaningful? I would say yes, they can be, though they can also be used in unhelpful and damaging ways. The DSM categories and criteria shouldn't be treated like divine law, but I do think that diagnoses can be useful frameworks for understanding certain experiences and patterns in oneself and others. But nothing should be classified as a disorder if it's not causing suffering and pain in some way, and a diagnosis is only meaningful if it's useful in some way--in suggesting treatment options or ways to adapt, or as a mechanism for self-understanding.