Hey yellow, Welcome to healing well, we are glad to have you join us.
There are several things I can think of for you to consider here. One, you can ask your primary care physician for a referral to another therapist. If you only have this one to compare to then perhaps that may be why you dont feel much benefit from therapy. Keep in mind though that it is always a gamble when you do change. There are some therapist's out there that are not very helpful...that is why you may ask your doc who you should go to.
Second, there are some people who have depression that therapy just isnt effective for. I can attest to this. I have had depression forever it seems and spent many times and lots of money on counselors/therapists unfortunately only to come out just the same. What really pulled me out of the depression was my PCP referring me to a psychiatrist who changed my antidepressant straight off and stayed on top of it.
Whatever the reasons for you being in therapy are or the reasons for depression...some dont even know...you need to be able to feel comfortable with your therapist. Make no mistake here, not many would walk in and spill their guts on the table. So your holding back is common but, is it because you cant talk about it? or because you dont want too? They say therapy works if you work it...meaning you or we have to do all the work which is so very true. Maybe what your holding back you can try writing down and take it with you to your next appointment...if you feel at that time it is right give your therapist your letter, if you dont feel it is then dont give it to them. BUT at least you got those feelings/thoughts out. That is some of the best therapy you can give yourself.
I am sure other members will be along to post responses & suggestions to you. Hang in there and know that we are always here...keep posting.