I think your nature is to push-back and resist people.
You're probably not aware of this habit, but even in this thread, nearly all of your responses tend to be a variation of "No, I've tried that..." or "People just don't understand me..." I have no doubt you believe that, but it makes you shut people down way too fast. This is a rejection that most people are naturally going to find offensive.
Even therapists find it frustrating to treat someone who consistently cuts their efforts off at the pass; add to this your reticent nature, and I'm sure it makes for a very frustrating session. You're not giving their advice any real consideration AND you're not offering anything in the way of a solution yourself.
It's a self-defeating habit that you desperately need to recognize.
I'm not saying that you're bad, but maybe you've had to be your own guardian for so long that you've forgotten how to tell a friend from foe. You're caught in a loop. You don't let anyone in and you don't accept any advice that doesn't instantly pass this overly-developed, but very flawed defense system; so you just sit in your bunker convinced that there's no use.
But if you ever want to have a real life of your own, you have to try something new, now.
Tell your next doctor that you tend to put people off, that you may have a problem accepting advice, and for them to please take this trend into consideration. In return, you'll keep an open mind, realize that therapy is a hit-and-miss process, and that you'll be vigilant against shutting down their efforts at help.
After all you've tried, what do you have to lose?