This is often the case when it comes to methods such as CBT, it needs to be a repetitive behaviour because your subconscious needs to create new associations between neurons in the brain and it won't do this by the odd time something it done, its needs to be influenced over time. This way it creates new neural pathways. Its called neuroplasticity which is the process used to embed behaviour in the brain - its how we learn anything.
So, when you do some of these things, they can seem like they aren't helping at all but thats because we are viewing it in the short term whereas the therapist is viewing it more long term because he/she knows that to change our core beliefs about our fears is going to take time and repetition.
I struggled with some of it, often affirmations. They did nothing for me. I later found that on more positive days, they did a lot for me and but nothing on the bad ones. Over more time, I had more control and could influence with affirmations. So, its one for patience really.
Its never what we want to hear with all this anxiety and frustration but its sadly the case that we need to influence our subconscious towards the positive and away from the negative so that it starts to create new pathways and core beliefs and the old ones get mothballed in the process.
How about starting the ball rolling with a question to yourself? Then create a series of questions of it? Like in a "5-Why's" used in business improvement. If you can get your mind working on the problem, you might ease into it more and be able to scrap this and write something more comprehensive.
It can be useful to use a format, like a table. Has your therapist given you a format?
For instance, something like this might be used in some circumstances such as a fear about an event or thought and how it affects you:
http://psychology.tools/belief-driven-formulation.html