Hey there,
I am sorry that you've been having a hard time.
Depression ALWAYS has a cause. You may not be able to identify it, but it is still there. I've been dealing with this for more than 5 years and in the start I had no idea about the cause of my sadness which is why I didn't see a counsellor for a long time. And then it just became worse. I've been in therapy for about 2 years now and have seen lots of different counsellors. None of them have worked for me so far. Though I have been able to identify few causes for my depression. It turned out to be all the things that I had been denying for years.
You are not alone in feeling the way you do. It can take time to find out the cause or find a diagnosis. It is really great that you've been going for therapy. Have you told your therapist about this? If not, then you really should. They can help by suggesting ways to help you to identify things that make you feel this way.
One thing that you can do is keep a journal. Write down about the events when you feel sad, the emotions you had felt, the preceding events. This is a great way to identify your problems. You can write in it every day and go over it later or even discuss the entries with your therapist. Showing the entries to your therapist can also help as they might be able to identify certain things that you have been unable to.
Please try not to be so hard on yourself. It won't do you any good and will only make you feel worse. You are not pathetic at all. Try to be patient and do your best to communicate with your therapist and reach out for help. I promise that you will definitely find out the underlying causes and will be overcome depression.
Please feel free to
PM me anytime. I promise that I won't judge you.
Stay strong.