Each person responds to therapy differently. I don’t like cognitive behavioral therapy much for myself, but it is very effective for a lot of people. Most therapists use a combination of CBT and psychotherapy like you stated.
It’s fairly common for young women to be depressed, I don’t know how old you are. Men usually experience more at older ages, but it can hit anyone at any time.
Young brains actually feel more emotional pain than older brains. This has been studied doing PET scans and other ways. Most people feel more happiness as they get older and get more used to how life works. People learn how to focus on happy moments, be in the moment as they get older. Very young children are good at this too, they don’t focus on yesterday or tomorrow, they focus on what is in front of them unless they are having a lot of trauma or difficulties.
For mild depression I just know it will get better, and that helps me get through it.
When I have had more serious depression or anxiety talk therapy helped. Especially, when I am having recurrent nightmares talk therapy has helped.
To avoid depression I plan things in the future, things I want to do, it can be meeting up with friends, planning a vacation, teaching a class, taking a class, looking forward to a TV show with my husband, and then when I am enjoying the moment I stop and appreciate it. Planning things to look forward to is really hard right now with covid for most people.
If therapy isn’t working medication might help. I know many people who have had success with SSRI’s.
If you have any symptoms that indicate hypothyroid you might want to get that checked. Depression and hypothyroid can both cause needing more sleep, lack of appetite, lethargy, and lack of enthusiasm. Additional symptoms for hypothyroid is loss of hair, dry skin, dry eyes, but not everyone gets every symptom. Low iron can also cause tiredness and weakness.
If you have seen a therapist and it wasn’t very helpful, try another one. Sometimes the first one is not a good fit.