That's normally what the B in CBT is for. The therapist is supposed to work out some strategies with you that make you feel like shit less, a behavioral repertoire that you can use on your own and that is independent from the cognitive part. I personally found this the hardest thing to do in CBT, and it was probably the thing that helped me the most long term (because let's face it: no amount of therapy will make me an all-sunshine glass-half-full kinda guy, and really that's okay).

There are 3 parts to the process. It sounds like you got stuck between 1 and 2.

1. Identify what is actually going on. Feeling shit is a compound feeling breaking it down into subsections helps a lot. E.g. I'm crap and socialising and miss people. Or I'm anxious about money.

2. Identify what needs to be done, internally to alter the behaviour/feeling.

3. Implementing that in your day to day life.

I've had a few attempts at CBT over the years (ADHD). 2 were completely useless, the 3rd helped a lot. We managed to chunk some of my issues down into small enough pieces I could crush them.

Try DBT instead