From what little I know......I would say that you need a fresh look at your situation. There are different types of counselling and it may be you have neither found the right person or the right type for you. I never made friends easily, preferring my own company. After counselling, I began to see my retreat was partly safety, partly damaging. Trusting people (I now have 2 friends who know about my depression) has helped a lot. It might take a while to find someone you can trust....for me I didn't want to be treated differently.
A lot of recovering from depression, IMHO, can be done for yourself. It can be impossible to see a way out at times, and I am far from being fully well, however, learning strategies for when you are really low can help. For me, I would hold it together all day, get the kids to bed, then collapse in misery. I started to work out how to help myself. I would treat myself at night....jamas, telly, great food, MN in bed til I felt better. Knowing I had a plan for being down made it easier to cope.
Look up a website called Moodscope. I find it v helpful. Some questions you may think are a bit odd.......but actually it helps you drill into what is getting to you that particular day. Try it.
One question....... Why do you have no friends?