Therapy

I'm not asking for medical advice, I'm just interested in experiences. I have recently started therapy again but I don't think it's going that well. We have agreed that CBT is not the right fit for me. So she is looking at other things that could help but so far none of it feels like it's the right thing. I feel like I'm just saying no to everything and it's wasting sessions but I don't know how to engage with something that just doesn't feel right.

So people, particularly if you have AuDHD, what therapies have you tried that are NOT CBT. Did they work? What did you find useful? What did you find wasn't useful? Did you really have to push yourself to get anywhere with it? 

I obviously want to do whatever I can to improve my anxiety and depression and have better coping skills but so far I just don't see anything I'm being offered as useful but I have no clue what would be useful.

Obviously I know that none of you can tell me what is useful. I'm just interested to hear other people's experiences so I can see if they are a) similar to mine and b) if there's anything other people have tried that I think sounds helpful and could suggest to my therapist. 

Thanks in advance.