Therapist doesn't understand me?

This has happened multiple times and despite clarifying my experience, he keeps misinterpretting me. I need advice.

In individual, me and my therapist were going over why I was driven to SH during virtual group. I told him it was because group filled me with despair: it was yet another social situation. I walk into the brick wall of 'you are rejected/you don't belong here' automatically, because of all my past social experiences. Once I start thinking about the past decade, I spiral. If I try to ground myself in the present, I look at my current horror show of a life (friendless/trapped in a triggering environment/trapped in a job that is killing me/covered in scars) and spiral even harder. 

His advice was to stop being anxious about the future?? And I should ground myself in the present?? And if I start struggling hard during group, I should just remember that my feelings are coming from just a hard day at work??

Like I might be somewhat anxious, but my problems are depression and trauma and he somehow still doesn't fully grasp that.

I don't know how to fix this. I think he is projecting his own experiences on me. I hate being misunderstood. Advice?