NHS mental health service tried with me from 10-19 years old. The only way I beat my anorexia and get through life without killing myself is by smoking lots of weed.
The problem with CBT is that it assumes that you lack a certain level of self awareness that usually enlightens people to the fat the thought processes and patterns of behavior they engage in are destructive. I already knew exactly how and why I was messed up, and like you just felt like I was wasting their time and money which only added to the guilt complex. The obviously leading questions posed to me just made me either hyper analyse everything or feel patronised. It is painful to be aware.
It may work for you. I don't know how depressed you are but I know my depression is pervasive in how I view just about everyone and everything. There isn't a day that goes by where I don't want to physically harm myself, question whether I deserve to live, have flashbacks or needless apply years of emotional trauma/baggage to completely irrelevant circumstances. You just learn to ignore it after a while.
Um, just answer the questions how you think they want you to answer them right off the bat. The less you over think things the better, less you further ingrain negativity into your psyche.