I've been through anxiety and depression, albeit several years ago, and it took a long time to pass. I was medicated with the usual Anti-Depressants and other medications. Didn't help. May have made it worse as a matter of fact. Been through all the counseling and such as well. Got a ton of love and support from my wife, co-workers, and friends. Didn't help much, believe it or not, but nonetheless they were there for me.
When I went through it, I felt like most others, that I was alone in this. It's a terrible feeling for sure. It even progressed into Agoraphobia. I was scared to leave my house. The counseling and medications continued.
Over time, I realized what the problem was (For Me). After a traumatic experience, the focus shifted from the event to ME. After the event, I had no control over how bad I felt and it just became worse over time as the entirety of the experience became my focus and continued to worsen. Once I began to take the focus off of myself, and place it back where it belonged (Not me), I got better as time went on, and for me it took months as you've said.