:/ Sheesh there doesn't need to be some big underlying trauma for depressions yes it can cause depressions.
Also, if you have a good therapist and counselor they'll realize that depression itself is traumatizing enough to cause depression. Viscous cycle that it is. :(
But, from my own experiences I say you are on the right track. Looking at your depression and how it effects and is effected by your life as it now is the right step.
Sounds like you should request to see one of the other counselors there since you and that one don't match up. I don't know how it is where you are, but often those places have more than one and you might have to see a few till you find the right fit.