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This is 100% pure resistance.
It is normal for the mind to increase in anxiety when you do this work. You are challenging every negative construct your mind has created.
The length of any program is not the measure of time to “get well” and perhaps not see “improvements” but you may be looking at “improvements” differently than others do. I see a willingness to actually journal and do the work as an improvement. I see the willingness to meditate or walk in nature etc an improvement over sitting around in pain and complaining nobody will fix you. I see a daily commitment to yourself - showing up for yourself as a huge improvement over being a victim to others and your situation.
The fact you admit you are depressed is a huge improvement to things you’ve written blaming others like TMS coaches for your “lack of improvement” - in which it is obvious there was improvement!
Nobody can solve your mindset concerns and I think this is beyond mindset. Depression is mental health and not just mindset, and yes, I think you are right when you suggest you need help and support with that. It is beyond what most coaches can offer.
Coaches teach you the work and answer questions about it. They are not trained mental health professionals, unless accredited as such.
A trained mental health professional may not know or understand about TMS but can help you with depression and mindset.
Yes, there are people qualified to help you with both coaching and the mental health.
I think what you need to recognize is that the work is not easy. It is hard, uncomfortable and messy. You need to be ok with feeling horrible for now and see that it is temporary - it might take a while, it might not be a straight line of healing but sticking it out is part of the way out.
You make yourself a daily schedule. You do the work, you read some Sarno, maybe some Claire Weekes (big help with depression and mindset), you meditate go for a walk or do whatever it is to get you out of your head daily.
Even if it feels like you aren’t “succeeding” you realize this is practice - just do it. This is for yourself. To show yourself you are there for you and your own biggest support. There will be days you don’t want to do this. Do it anyway. Make yourself do it. Have an “evidence” list or a a success list (whatever you want to call it) and write on it “did it anyway when did not want to” - which is a success and improvement, it is a stand against your resistance. And when you do the work for a week straight you can write “willing to be there for self”. When you can turn away from one negative thought you can write “can do this, one step at a time”, and when you can journal honestly one day about your anger and resentment about feeling you aren’t succeeding, you write it down on that list. If you can actually feel the rage and emotion you write it down. Write down every time you are willing to try a quiet walk in as much nature as you can find (no phones!) or meditate or whatever you do.. write it down.

You simultaneously do the work of emotions, mindset and chilling out your nervous system. Everyday.