Great question, although I am sorry you have been suffering. As for treatment, I am encouraged that you have been seeing a therapist, and trust that you have been introduced to some cognitive/behavioral techniques which can attack the problem on that front (if you do not feel connected or affected by your therapist, seek another one - there are a lot of us out here, and there are varying levels of quality just like every other occupation).
But let me put in a plug for medication in conjunction with your therapy. The research consistently shows that therapy plus medication is the most effective treatment regimen for depression. And I am assuming (given the wording of your question) that you have not been open to medication in the past. As of this writing, there has not been shown to be an effective over-the-counter treatment for depression, save for Omega 3s which have shown to bolster one's resistance to depression. But be that as it may, depression is not only a way of life (as far as thinking and behaviors go), but is also rooted in the serotonin levels of the limbic system in the brain. In other words, because of genetic pre-dispositions, some folks are more vulnerable because they may have issues with those chemicals in that particular part of the brain (the Amygdala is the brain structure most responsible for your mood).
Anyway, medicine can correct some of the neurochemical issues you are experiencing, and can make what the therapist is teaching you take root a while lot faster because you will be better able to initiate the changes you are being told to make. If you don't have the verve, you can get the best advice in the world, but still will not accomplish it because of a depleted energy level.
I hope this helps. It is no fun to feel the way you do - but depression is a very treatable condition in almost everyone. If you are satisfied with the response, please hit "Accept." That is the only way I can receive credit for my answer. Thanks-