Just reading your replies I think I was in a similar spot for about the same number of years, feeling bad in a nebulous kind of way and knowing that therapy was the done thing for these kinds of feelings, I didn't do as much therapy shopping as you but I definitely had a lot of sessions where it felt like I was just paying to sit in a room with someone and just chat about my day.Unfortunately therapy isn't something that is done to you it's something you participate in but frustratingly no one will tell you what that participation is supposed to look like, I think that's just because therapists are terrified of leading you to conclusions that don't fit your situation, life coaches are all about that but a lot of them are snake oil salesmen.The way I fixed most of this was introspection, realising I was hurting in some way, or was frustrated by my emotional/mental responses to certain situations or that certain behaviours that caused trouble in my life were popping up despite my attempts to stop, or that I was experiencing friction in certain ways with more than one person which led me to a belief that maybe I was doing something wrong on my part that needed correcting.So the question is, does anything pop up for you when you ask those questions of yourself or consciously observe yourself in your day to day life? If so, that's the kind of stuff you bring to a therapist, like "I can't stop thinking X thoughts and it's causing me distress" or "no matter how hard I try I can't stop spending money" or "when I'm in X situation or thinking about X thing or around X person I get sad or angry". Journaling about your day or your thoughts can help a whole lot with this process of discovery, but if none of this quite fits it may just be that your general situation is causing some sort of mental distress like in the case of situational depression from things like poverty, therapy can't do much in that situation unfortunately, at least until the situation causing the distress is improved or changed in some way.
Edit to add: A big thing that helped for me was not trying to do therapy right, for a long time I was going about therapy in the way I thought I was supposed to, but I gained a lot of ground when I started just being radically honest about how I thought and felt, as soon as you start doing that pretty often there will be moments where your therapist will pull you up on something and you'll have the realisation that something you thought was normal is actually harmful for your wellbeing, or could very well be the product of trauma