I am rapidly running out of options and a few weeks ago my NHS psychiatrist asked me if I have the means to pay for private therapy

This is not something I have any experience of, and I wonder if people with experience of this could give any advice on how to go about finding a therapist, rough cost etc. (though I doubt I will be able to afford it).
Brief background, I have very severe treatment (drug)-resistant depression, anxiety and a recently diagnosed dependent personality disorder.
I started a course of CBT a couple of years ago but we terminated early as it wasn't helping me and was making me feel worse. I had a short course of distress tolerance therapy earlier this year, based on CBT techniques which also did not help at all (though during the 8 weeks of treatment my Dad was diagnosed with, and died, of cancer). I was the discharged by the psychotherapy team with no recommendations for further treatment or support.
My psychiatrist referred me back to the psychotherapy service for more therapy but now that I am finally at the top of the list for assessment she informs me that they only offer CBT or short interventions which won't be suitable for me.
My only other NHS option is ECT, which the psychiatrist is pushing me to accept but I am currently refusing this on the grounds that they have completely downplayed the possible side-effects and I cannot give informed consent if I am not told what the risks are.
So, basically I cannot see any way forward apart from paying for private therapy (which I probably can't afford anyway).