Confused

I have been having counselling (working mainly in psychodynamic style) for just over a year. I started counselling because I was feeling extremely depressed and having panic attacks. The panic attacks have now stopped and I have found the counselling to be incredibly supportive. However, having read the site on depression that is recommended on here I am left asking myself if this counselling is going to work. So my question: is psychodynamic counselling really so bad for depression and having invested this much time in it am I wise to stop? It has taken me a long time to build up a level of trust where I feel able to talk about things that are happening and I feel like I am beginning to make progress. I really get on with the person I am working with and feel like potentially things could change if I stick with this. Perhaps you can see that I want to carry on with the counselling I am having but perhaps this is not a good sign. Is it the support I want to carry on receiving or do I think this will make a difference? I'm not sure. But the support in itself makes a difference at the moment and I am not sure how I would cope if I didn't have that. Additionally, I am at college and this is the counselling that has been offered. I am not therefore in a financial position to simply be able to stop this and start with someone else, for example CBT counsellor. My counsellor has been there for me 100% in the last few months. Even if it is the best thing for me to stop this I am not sure I could do it. However, any suggestions or advice on this would be appreciated. Many thanks.