Therapy has worked well for me, but usually as a more effective means of rubber ducking, i.e. getting to discuss out loud problems that I'd been ruminating unproductively on. This often makes it clear which parts of my internal monologue actually make sense, and which parts might be covering up for my real priorities. A good therapist can help in other aspects, but I'd say most of the benefit just comes from this phenomenon.

The main reason therapy works for this and talking with friends doesn't is that I'm much more likely to filter my thoughts when talking to a friend, lest it come back to hurt me socially.

(Take this all with a grain of YMMV; I'm not contradicting your experience.)