Did anyone else not get diagnosed even though they were told they had every symptom?

Finally tried to get a diagnosis after years of suspecting something was up since my therapist was very sure of it, basically was told that I have every symptom of ADHD but I don't have ADHD and it's probably depression or anxiety or something instead. Obviously I feel quite frustrated because I feel like these symptoms and the things I have gone through have affected my entire life, causing me massive academic and work difficulty, difficulty with my relationships, difficulty with my personal life etc. and I really don't know what to do and would appreciate some help or reassurance or anything. Does anyone feel like my concerns are actually valid/have they gone through something similar or am I actually just depressed and that's it?