"Stop wallowing in self-pity"

I hate this phrase so much, I run into it all the time. Sometimes I don’t know why I hate it, probably because it both states the obvious and I hear it all the time when talking to someone about my clinical depression. Even heard it from professionals, where my own university counselor I confided with for mental health help told me in a dissapointed tone that we weren’t making progress & that I keep wallowing in self-pity and that I should drop him (I have). Yes, I know I should stop wallowing in self-pity, I know I should get better, but I don’t know how to! I wait 2 to 3 months for therapy, I have limited ways to know if my antidepressants are working as intended, and my psychologist has left me with nothing but surface level advice that doesn’t help instead of maybe something meaningful like deeper advice and practices & methods on how to accept myself better. I don’t want to wallow in self-pity, but I can only keep doing it because I have no directions on how to get out of the habit from my treatment. I swear, phrases like this feel so useless to say to people genuinely suffering from poor mental health. Feels on the same level as “You must love yourself before loving others”, which off topic I feel like it implies people with broken self esteem are chronically incapable of loving others compared to normal people.