It's a huge lie that therapy works for everyone if they find the right therapist. Many psychiatric medications also have limited usefulness.
If you research the effects of antidepressants vs placebo, you will find many different accounts both pro and anti medication, but in any of the honest ones, you will still find an acknowledgment that the placebo effect is robust and a substantial proportion of the improvement observed in clinical trials.
As for therapy, finding a good therapist is of course paramount, but good luck finding one. If you do, their mode of therapy may be ineffective for you. Cognitive Behavioral Therapy infuriates me. Others on here have had similar reactions to mindfulness approaches. IMO, a lot of this variation is owed to just straight up personality (of both patient and therapist), but there is also something to be said for different approaches working better during one part of your life and poorly during others.
All of this is to say that you should not beat yourself up for failing to respond to your regimen. It's a way more common occurrence than is advertised.
I am by no means "recovered" (what a joke!), but I did find some relief from a few self-help books. I looked down on the entire genre as the realm of nutcases and frauds for years - and most self-help authors are those things - but a few books really resonated with me and gave me insight into why I am the way I am.
What have you learned so far in therapy? Which parts of it have made the most sense and the least sense?