When I had serious depression a while ago trying to find treatment was a seriously depressing experience. I went through several therapists which I didn’t click with and made me just feel worse. When you are already down it‘s very hard to do these attempts because they require a lot of effort and building of trust Every disappointment takes you down even further then . I know people who have had great success with treatment but I also know quite a few people who got more depressed trying to find therapy unsuccessfully.
I've had a similar experience. I think one of the biggest problems with the current approach to mental illness is that practitioners (irrespective of modality) act like unsuccessful treatments are harmless. They're not; they can very credibly reinforce a patient's belief that treatment can't help them. It's easy to say "you just haven't found the right treatment yet, keep trying", but that argument rings pretty hollow after the fifth failure or so.