Hi, I'd like to help you with your question.
Has your friend said anything about hurting himself? If he has told you that he wants to hurt himself and he has a plan (For example, "I have a gun and I've thought about shooting myself"), then he needs emergency services as soon as possible.
But if he has had thought of hurting himself but they are fleeting or he does not mention a plan, he may have Major Depression. In that case, a combination of anti depressant medication and outpatient therapy should help him feel better.
Also, do you feel your friend wants help? It is often hard to get someone to feel better no matter how much help you can get them if they do not want to get better. If you feel your friend is gaining something out of feeling bad, he may not want to recover. I know that sounds a bit harsh, but it happens more often than not. People become used to the pattern of feeling bad and others worrying about them. They like the attention. So it works for them. It does not mean they do not have a legitimate problem, it's just that they do not go about resolving it very well. It worth mentioning to you as a possibility however remote it may be.
If your friend truly wants help and nothing has worked so far, then he may need a change in who he is seeing. Sometimes with counseling, you may not click well with who you are working with. It is much like a doctor, you need to search until you find one who works well with you. Your friend may just need to see someone other that who he saw before. To find another therapist, try searching on line at http://www.bacp.co.uk/
Your friend could also have been through trauma in his past that causes him to be fearful of relationships. Any type of abuse or neglect can cause someone to have a panic reaction to whatever they fear the most. It can also be a transferred fear. For example, someone who is traumatized as a child can grow up to fear bridges. The bridge itself is not dangerous, but the trauma caused the person to feel overwhelmed and they developed a fear that has nothing to do with the original trauma. So your friend may feel upset about his childhood, but he transfers it to his attempts at relationships. He may have also developed a social phobia related to his relationships. That would explain his fear of thinking about relationships.
One of the best options for your friend, if suicidal ideation's, depression and other more serious disorders are ruled out, is self help. He can go on line for self help groups and he can also talk to someone here on Just Answer. Some other resources are:
Adult Children of Abusive Parents: A Healing Program for Those Who Have Been Physically, Sexually, or Emotionally Abused by Steven Farmer
Adult Children Secrets of Dysfunctional Families: The Secrets of Dysfunctional Families by John C. Friel Ph.D. and Linda D. Friel M.A.
Breaking the Patterns of Depression by Michael D. Yapko
You can find these books on Amazon.com or your local library may have them for you.
Please feel free to let me know if you have more questions.
I hope this helps,