I have not (yet) been to a gender therapist, but I have been having regular therapy sessions for about a year and a half, maybe two, after realizing I'd been mildly depressed for much of my adult life. Honestly, I had no good idea why I was there, but over the many sessions, I talked through a lot.
I had what I think was my transgender Eureka moment last week. Not in or related to anything that came up in a session, but I have no doubt that the therapy was a major component enabling me to have that occasion.
Today was my first session since then, and even though I'd come to grips with a surprising amount in the previous week, I started off by coming out to my therapist and, for the first time, was able to be completely open with him about everything. Every time before, in each of the 50-75 sessions, I'd been holding something back. I didn't know what, but even simply being asked what I felt meant I'd have to think quietly for a few minutes to realize I had no idea. Today I had feelings. So there was a different Eureka moment.
So take me as a data point that therapy *can* work. Probably not for everyone, but if you'd asked me a few weeks ago I'd have given you a much more lukewarm opinion about whether it'd been worthwhile. So be patient and, as long as it's not harmful or totally ineffective, give it a chance.