Thanks everyone.
I have been feeling like CBT isn't doing it for me, it's just like they ask me what I'm depressed about, I tell them, and they say we'll look at some thing to help which seem to boil down to "if you feel down think about something good." Which doesn't really help. I think what gets me down most is that people can be perfectly well intentioned and say "You'll get a good job someday and meet a girl." But really, honestly, I know deep down that there's every chance I won't get a good job or meet a girl. If it were true that it was a certainty, nobody would die alone, but they do every day.
It almost feels like I'm cursed, I know I've had a lot of luck in life, but that luck just seems to have run out. I think about leaving the country a lot, but where would I go? With the mess the UK is in at the moment I'm constantly hearing people young and old talking about how young people have no future here and I tend to agree. I could go to Ireland as I'm a citizen there, but I hear they're in even more of a mess. My ultimate dream would be to go to Canada where my brother and his wife live and start over there, but it's very hard to be allowed to stay there and ultimately I'd just be running away from my past which wouldn't solve anything. I know this sort of thing is corny, but I the last line of Hurt by Nine Inch Nails comes to mind a lot "If I could start again a million miles away I would keep myself, I would find a way."
In fact that song speaks to me a lot, especially this part: "What have I become my sweetest friend? Everyone I know goes away in the end, and you could have it all, my empire of dirt, I will let you down, I will make you hurt."
I wouldn't recommend anyone feeling down listen to that song as it's very sad and about a time in the writer's life when he was at his lowest. I do find it helps to know that Trent Reznor (who I'm a massive fan of) went through something similar and went on to do well.
As for why that speaks to me, it just sums up how I feel about my relationships with various other people. "What have I become my sweetest friend?" reminds me of a girl I had a long relationship with years ago and was inseparable with, she's married now and I'm jobless and in a rut, very different from what I thought I would be. "Everyone I know goes away in the end" reminds me of how I always seem to make new friends for a short period before they drift away and move on to bigger and better things, including my old school friends, and I'm left behind. "and you could have it all, my empire of dirt" is very apt for me, I feel like my achievements are worth nothing and have never gotten me anywhere and may as well be "dirt". "I will let you down, I will make you hurt" reminds me of my parents, I always feel like I've let them down by not being a success like my brother and sister, still living at home, jobless and single.
I'm a musician so I find music very helpful to listen to and compose as it helps me vocalise my feelings and find ways to word things I can't think how to say.