I agree with sarahsweets - it could even be a positive turning point for you, no longer chasing something that obviously did not work well for you. There are a million other things one can explore to improve mental health and well-being... there have been threads about some here on PC, with posts usually by people who did not find therapy super helpful.

Could you maybe talk with the psychiatrist about what's available in your location for free? E.g. peer support groups and other self-care activities? Unfortunately not too many of us are from Sweden here I believe, so hard to suggest anything feasible, especially given some of the things you say about how different things are there. I do believe though that there must me meetup groups and other kinds of peer support though, especially if you live in/near a city. The upside of those could also be that they usually do not involve the rigid structure/boundaries therapy has.