Don't isolate yourself. Be more social.
If that means playing games, turn on your microphone and actually talk to people - even if it's just focused on the game, you are socializing and not being alone.
Loneliness is the killer. If you can't be social playing vidya, don't play vidya for a while. Take a break, make a plan to reward yourself with some planned time to game after a few days being more social. Keep repeating this cycle until you find yourself being more sociable by habit and because it feels good.
they seem sound and reasonable suggestions, but what if they've been already tried and failed or are literally impossible? don't try to walk around the problem, "literally impossible". that's my usual conversation with shrinks, -you must get out of this. -well, i can't see how. you tell me. -you must get out of this. -how? -hour's up, see you next time.
I think, if you are serious about therapy, this isn't a major issue. If you have come to a wall like that, you have the wrong therapist or you aren't telling them everything.
The hard thing about therapy is honesty. Disgusting complete honesty - it is more than regular people want to deal with, and in the past has been too much for my therapist. If you aren't prepared to bare your soul, don't waste your time and money.
Choose a proper therapist. This is essential. I don't want to go to Janjetina for Christian therapy, it will be fruitless for all parties. I don't want to go to a pill-pusher, I want to remember some things and talk about them in a new light. I don't want to be saved or transformed, I want to be me.
Have a goal. It is your life, you know that you are unhappy and you probably have a few ideas about why. Talk about those things to the therapist, and if they keep focusing on minutiae ask them why - either they have a plan or they are bad at their job and you should move on.
As for gaming, I don't know in the end if it's very good for me anymore. I enjoyed playing through VtMB, but I couldn't do a back-to-back play with a new bloodline. Nothing grabs me like it used to. Can't get past much at all of PST without getting bored too quickly. The modern video game has ruined the video game for me - I like flashy and shiny and IMMERSIVE, yet it doesn't hold the attention like playing Ultima for months with hand drawn maps, moon gate maps, dungeon strategies... or even something pop-a-mole like ME3MP that at least had tons of undocumented "secrets" and build variety... My rose tint is a part of the depression I think, and maybe GabeN is right and I need to move on to VR and get excited about gaming again as something "new" or find an actually better way to spend my time and hang up my omni-tool.