Not sure if you'll find this useful, but I would suggest re-framing the event and the loss of your friend. Right now, the memory of them and their loss is a source of pain, and the anniversary is the annual reminder of that. These things take time to process, grieving is a natural and healthy response to an event like this one. That is where you are at right now.
Now, I won't give you the usual "your friend wouldn't want you to be sad" speech because it feels a bit weird to me, and attempts to use the memory of a loved one as an emotional lever to push you into doing something. I didn't know your friend, so talking about what they would have wanted feels, at the very least, disrespectful to you and to them. Instead, it think it could be helpful to talk about the situation from your side, to give you some encouragement to address this in therapy.
You're probably familiar with the notion of the 5 stages of grief, so I won't go into them here, I'll just note that the fourth and fifth stages are depression and acceptance, and the transition between them is probably the most difficult one. You describe living without your friend as "incredibly difficult" and you say that you have "never truly recovered" from their loss, which sounds like being on the 4th stage still. The transition to the final stage is still ahead of you, and your therapist might be the right person to help guide you through it.
Accepting the loss, contrary to what many think, doesn't mean we forget or stop caring about those we lost, or that we go back to "normal" somehow. It's not really like that, it's simply accepting the reality of the situation—that the person is no longer around. Once we get there, we are able to look back at our relationship with them, think about them, and cherish them without slipping into a terrible sadness. The memories become pleasant again, instead of a dark cloud hanging over us. There will be things that remind you of your friend, of course, and you'll probably still remember them particularly strongly on the anniversary of their departure. But your thoughts won't be about the friend you lost; instead, they can be about the friend you had the fortune to meet. It might seem like a minor distinction, but I think it's an important one, not focusing on the negative ("they're not around anymore") and instead framing it in a positive sense ("I got to share my life with them for a while").
I could probably keep going, but I'll leave it here. I hope this makes sense, and I hope you'll find something here that motivates you to bring it up in therapy. You deserve the freedom to look back at a meaningful friendship and enjoy what was, without the dark cloud of what is no more hanging over your head.
