If therapy didn't work for you, then perhaps you could try a different therapist, or a different kind of therapy? Have you considered/tried medication before? It's not for everyone, but for some it really does work.

Like others have been saying though, one of the best things you can do immediately is to try and do nice things for yourself, even if you don't feel like it. If it's cold, wrap up warm and take some photographs of the snow. Maybe build a snowman (that song from Frozen is stuck in my head now XD) or something stupid but cute like that. Even if you don't feel like it, invite some friends over for a snowball fight or to watch a movie. Maybe something cathartic that will make you cry so you can let things out?

Tea and hot chocolate also cheer me up immensely. Try them! The worst that can happen is that you'll still feel depressed but you will be warmer and will have had a delicious beverage.

Bubble baths and self-pampering can also be good, as they are comfortable, relaxing + can make you feel better about yourself.

As for depersonalisation/derealisation, I've never had a major problem with it before - I find it to be quite interesting sometimes, a distraction from reality, wondering whether I really do exist and if I could just disappear right now - but I've heard from people who DO have problems with it, that feeling the "solidity" of the objects around you, and maybe walking more heavily, can be quite grounding? I don't know if it will work for you, but it might do. Maybe try it.

I hope these are of some good to you x