I can see where you are coming from. I have often thought that common therapy practices like CBT tend to turn the "blame" onto the patient- implying they must be doing something wrong and it is their fault they are mentally ill. For example, a psychologist once told me I was being irrational thinking that if I walked into a room full of people, they'd laugh at me. But the reality was, people DID laugh at me when I walked pretty much anywhere at school. That s*** hurt.
I've also found medication extremely helpful. When I was at crisis point, antidepressants, propranalol and diazepam were the only things that got me through and made each day more bearable. However, now I'm in a more "stable" place and having therapy for people with complex psychological needs (i.e. schema therapy, DBT, EDMR etc), which is so much more helpful. That's the thing with CBT- it is only really helpful for mild psychological problems, not severe or complex ones.
If you are experiencing an absence of thoughts, maybe you are "zoning out"? Or better ways to describe that are dissociation, depersonalization, desensitisation etc. It is worth researching those terms to see if you can relate.
Even experiencing low mood without any known cause implies there may be a biological problem, which may be why medication has helped so much.