There are basically two ways:

1) You have an idea about what to change about yourself. You go to a psychotherapist and tell him: "Hey, I want to change XYZ about myself." Then the psychotherapist says: "I think that would be good for you, I think I can bring you there, let's work together to get you there."

2) You give up control and let the psychotherapist mold you. He will work on changing things about you he considers supoptimal. That requires trust and going into a vulnerable state.

There's little I can change about my beliefs that would improve my mood, aside from becoming implausibly optimistic about my future.

I think that's unlikely to be true. Most people hold a bunch of crappy beliefs. Maybe even aliefs.

I don't get my heart broken I'm in a stable, content, neutral disposition, so it's not that.

Generally antidepressants aren't given out to get people over a breakup. How long ago did that event happen?

I'm not bloody asking for much if I want to have one relationship with a person of my choosing

That's a goal where a therapist or relationship coach could help you develop in a positive direction. If your present therapist isn't up for that goal, you are open to search for a different one.