[Still Nobody]

I went to therapy earlier today and it was ok for a while but the therapist went into the whole god thing at the end which I should have seen coming. (The clinic said they used some religious topics in the treatment.) I helped some but I still have a way to go. I am not sure what I will see in my next relationship. All I know is that I am not happy and can't pinpoint it.

That doesn't surprise me, I found a lot religious advice for depression, it sounded nice, but it never felt right and it didn't seem to help.
You should try and tell the therapist that you're looking for practical advice not theological advice, and tell them (politely, of course) that the whole "let go and let God" advice just isn't going to do it for you.
If they don't like that, then hopefully you will be able to find another therapist.

As for the pinpointing, did you try writing down all the things that are bothering you, all of your negative thoughts and feelings? I know it sounds ******, I thought so when I first read about it, but I was surprised how it helped me pinpoint what was depressing me. You can get all of the thoughts and feelings on paper, right in front of you, so you can analyze them one by one.
You might want to give it a try, if you haven't already.
Good luck with your therapy