Leaden sadness is such a deep aching pain. I'm not sure I have any advice on coping with that. I started seeing my current therapist as I was struggling with a feeling that I couldn't place. I came to understand that it is loneliness and is partly to do with lockdown, but it has eased with further introspection...and has also brought up some old resentments that I had buried.
I find exercise cathartic, and talking when I can get it out...when I know what it's about. If it's amorphous then I feel I need to give it some form. Do you know where it comes from and where/how/if you'd like it to go? Does your drawing give it form?