You have to be your own case manager or advocate in this situation. You can’t wait for something in your life to change. You have to be the one to make a change. Start with making a change in treatment. You are in treatment but nothing seems to be working. Perhaps the medication you are taking is not the right type for you. Maybe the dosage needs adjusting. It could be that the time of day you take it is not appropriate. All of these possibilities need to be explored. Here is a link to an answer I wrote recently that further explains the differences in antidepressant drugs.
A change in medication may provide a significant improvement but so might new treatment providers. You may need a new doctor and a new therapist. If you had a medical condition and the treating physicians were unhelpful, you would most likely search for new providers. The same should be true with mental health disorders. Get a second opinion.
With regard to therapy, you have only been to see one therapist who you did not find helpful. You should continue to search for a therapist. Continue to search for a therapist until you find one who you feel has the potential to truly help you. This might require you to interview five to ten therapists before you find one you are comfortable with. It may take time to find someone but you should not give up.
I know this may seem counterintuitive because you feel trapped in a vicious cycle of depression and anxiety but I would also recommend exercise. You feel as though you have no control over many aspects of your life. Exercise can be one way to give you some control over at least one aspect of your life. Studies have shown that exercise can be equally as effective as antidepressant medication. The only way to break the cycle is to do try something different. Exercise is certainly worth a try. It might be enough to begin the swing to a more fulfilling life.
Don’t give up hope. Yes, you feel very low, incapable, etc. but these are very common symptoms of a very recognizable condition, depression. Depression is treatable. Many, many people, who felt as badly as you do now, are cured of those feelings and are living very happy lives.
Please take care.