Do you have that empty, gnawing, endless-pit-of-need feeling? Because I can completely relate to that, and it sucks. But it also seems like you are setting up a false dichotomy. Yes, there are always going to be limits with a therapist (or anybody else really -- sometimes I don't want my wife to go to work so we can hang out, but she still usually says no), and yes there are certain things you will never, ever get (particularly if getting them requires a time machine), but that doesn't mean you can't get some needs met, meet some needs yourself, and grieve whatever is leftover. I don't think the "just give up and grieve it and move on" thing is a thing because people will always have needs (and wants and regrets and longings, etc).

For what it's worth, I don't think you really start over with a new T because you take your progress with you. My EMDR T (who I started seeing this summer) sometimes tries to get all Therapy 101 on me, and I politely finish her lesson for her and scoot us forward to where I need to be. But if you have the sense that there is more you can get from your therapist, then I can see why you would want to stay with him. That deep interpersonal stuff has been the most transformative work for me, so hopefully the two of you can navigate it productively.