What caused your depression? I've had a mild depression myself, too. Just felt out of energy and even thought of the worse thing, like a gun could end it all. But thankfully, thanks to a recent event: a part of myself have come back to me. Think about it like this: you still have many around who love and care for you, stay connect with them or take a break and do whatever you like before the depression. Just my 2 cents.

Why don't you like your councillor?
Most are quite good. My sis stopped going to hers, because her councillor was abrupt and honest. She hated being told the truth.
I have no idea about you or your councillor. But she has a job to do, and if you can't open up and let her do her job. Then why go? Can you get another councillor? Your depressed and need help. Even here where we don't see you or know you. You give little information about your grief and pain.
I hate to hear of anyone hurting themselves.
Its easy to say, I'm sad, I'm hurting. And wait for people to say, aw. ... I'm sorry. Poor you. Let me give you a hug.
But that only gives you a temporary emotional fix.
Let her know what is going on. Let US know what's going on. We can't help you. But we can try to support you.

I don’t know what caused my depression, I just get these dark, black moods, where nothing seems right. I can’t think of focus. I feel Asleep, watching the world go on, but me left behind. That’s when I cut, because it makes the pain I feel more physical. It’s terrible. I’m trying to get a new counsellor, but my parents most likely won’t let me see her simply because they don’t want to switch. Everything is about them, and when I actually ask for help, they give no response

Okay so depression isn't curable, its treatable, but that's it. And to successfully treat it it takes a good relationship with your Therapist/Counselor. If you don't have that, your going to have a hard time treating your illness successfully. Remember these Dr.'s work for you, you don't work for them, and it often takes a few to find the right one. If your not honest and open and comfortable with your Counselor then you need to find a new one. Because until you get that relationship your not going to be able to properly treat the depression or the self harm.

So sorry that you are going through so much. Depression does feel like time stand still and you are stuck at the moment. You are aware that everybody is moving forward but you are not. You could not and it’s not because you don’t want to. Sometimes, it’s simply not possible. Your mind might feel like it has been trapped in its own prison.

But there is hope to get out from this prison. It takes time but you will be better. You may wanna try talking to your parents about your desire to switch counsellor. Might be good to explain from your perspective of well being. After all, I’m sure it’s their desire for you to get well soon. Be well and take care. God bless!