I can relate to what you are saying, too. I definitely don't think you are alone. I remember 5 years ago I got so frustrated and angry that I took myself off all my meds and went on a tirade in my psychiatrists office. I literally yelled and ranted and swore I would never take medication again and went on and on, said nothing was working, I was sick of it, and then stormed out of his office.

Poor man, he is still my psychiatrist today and has been for almost 10 years now. I don't know how he puts up with me, but he does, he even likes me. Maybe there's something wrong with him too?

Anyway, what I did was a good and bad thing. I got worse without the meds, I noticed it. Not a huge difference, but enough to notice. And then all hell broke out in my life (the usual for my life) and I couldn't deal without meds. So, I went meekly back after toughing it out for six months (and it's a wonder I lasted that long- at that point my therapist was even threatening to stop seeing me if I didn't get back on meds) and I agreed to try meds again but I wanted to try something new.
Today I have finally found (I've been on these meds for three and a half years) the right meds for me. The combination works for my anxiety and depression and makes a difference without making anything worse, I don't have side effects... etc. Now I am not all happy because of medication. They obviously don't make my life magically better or take away my past, but I can handle it better most of the time.
Therapy throughout my experience with it has been a whole other crazy ride. I have had.... let's see... 7 therapists to date. I finally found one I loved with number 6, but she had to close her practice because of health reasons. (She was on her third kidney transplant and was rejecting the kidney) I have a therapist now that I like very much but it's taken us a while to work well together. The others? OMG! If I had time I could write a novel of hilarious stories about the interactions I had with them. They were clueless, or nuts, or I knew more than they did, or they were strange, or something. One of my therapists wouldn't talk to me. She said she would just "sit with me however I was feeling and let me talk and lead the conversation or I could be quiet if I wanted." WHAT?

Yeah ok. So, if I couldn't think of anything to say, we literally sat there in silence for an hour. I didn't stay there for long.
So, yes, finding your way, finding what works for you, can be frustrating, irritating, discouraging, and sometimes it can also be (looking back) hilarious, interesting, a learning experience, a chance to grow and learn more about yourself.....and more. For all the experiences I have had in the crazy mental health system, I have learned a lot, had an incredible journey, and I wouldn't go back.
I guess what I am trying to say...is both hang in there and learn from my mistakes. I spoke up way too late. If I wasn't getting along with a therapist in the beginning and like you said... I felt they were focusing too much on my anxiety... I didn't say so. You should tell your therapist that it isn't working for you. If you don't get good feedback or they aren't willing to work with you... stay with them while you look for someone else. If meds don't seem to be working say something. Ask if you can try something different depending on what symptoms are bothering you the most. I found my anxiety was always worse than my depression for some it's the opposite...talking about that with your professionals and making sure you are heard is a big part of your journey to heal.
I know it sucks sometimes and there will be periods where it does feel like things are worse or aren't working before it gets better. Come here. You aren't alone. We do care. We are here for you no matter what you are going through.
If you read all my nonsense...hopefully it didn't bore you and it kept your mind from your troubles for a while.
*HUGS*
send me a pm anytime and please take care