Hi Cats, my DD (14) sounds very similar to yours. She has been having counselling, arranged through school, since Easter, for anxiety. She has had lots of issues to deal with over the last year or so, including lack of self-esteem due to friendship issues. Teenage girls can be so nasty can't they?
DD's counsellor has just told her that the sessions will finish 2 weeks after half term. Although DD does seem a lot more positive, and the anxiety has improved, I'm not sure whether her self-esteem is really where it should be. It concerns me that one bad experience will knock her right back to where she started. As you say, it's one thing DD being told how to deal with situations, but something completely different actually putting it into practice!!
I guess the only way our girls will really learn to be more resilient is to face up to these challenging situations, live through them, and finally realise that they can cope, and that they are strong people who deserve to be liked. I keep telling DD that as she gets older her peers will start to mature and become less shallow, and that she will meet people who will become good friends for the right reasons.
As far as the counselling is concerned, I think my approach will be to wait and see how things go, and if I think she needs it, I will arrange more counselling for her, even if I have to pay for it. Unlike your DD though, mine has found her counsellor to be very helpful.
I'm sorry i can't give more advice, I hope your daughter continues to improve.