I know what you mean, I have had CBT twice and now am in Counselling. In total this took around three years.
I know this is easier said than done, especially when you are feeling down, but, I have found the most beneficial things have been those that I researched and sorted out myself. They have all turned out to be free and also easy to obtain. They have literally saved my life. Mindfulness and exercise.
Mindfulness (meditation) is now the preferred way to treat depression. There are a number of books, the best are by either Dr Mark Williams or Dr Mark Kabat Zinn. They tend to have audio files with them and follow an eight week programme. If you have an Iphone you can download their files from Itunes. Exercise varies from a short walk to cycling, gym etc depending on my mood. it gives me a boost and gets me out of the house.
As a bloke, if you had told me a few years ago that I would be meditating, I would have laughed my socks off. Now I meditate at least a couple of times a day. It is the easiest and most enjoyable thing to do but also mentally hard at the same time. It will give your mind a rest.
Unfortunately, I have depression. I will have it for the rest of my life. I have spent a lot of time and effort trying to stop feeling certain ways or, pushing myself to do things. It does not work and only makes things worse. I appreciate you do not know me and to be honest its no skin off my nose if you don't, but please try mindfulness for a couple of months. I promise you, slowly it will work. It may not cure you but you will feel better for it.