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Hello from JustAnswer.
You are worrying too much about the underlying theories for counselling methods. CBT is a popular counselling method, not because there is strong evidence that the underlying theory is true, but that there is strong evidence that it helps more people than other counselling methods.
On the other hand, though, no counselling method works for 100% of people. And there are various counselling methods, and different people find that different methods work better for them.
If you find that any one method is not working well for you, then it is appropriate to find a counsellor that can use a different method.
I am not saying that the theory is separate from the process. I am saying that proven success of a treatment modality is valuable, even if the theory of why it works is not separately proven. When antidepressants were first discovered, they were proven to be effective in treating depression in many people long before there was a good understanding of how they worked. Even antibiotics were initially shown to successfully treat infections long before we understood how they worked.
As I said above, if you find that any one method is not working well for you, then it is appropriate to find a counsellor that can use a different method.