It's a mixture of working under pressure and fear of authority figure that comes from abandonment childhood trauma...
Also I don't connect with any collègue really. Like in the deep level, contemplating kind of thing.
It sounds like you're doing the right thing by getting therapy, based on what you describe. That's probably something I should have done, rather than work through my problems alone. It's certainly possible to do the latter, but it takes a long time.
Connecting with colleagues in any meaningful way is really a rarity. In the 5 year career I've had being a full-time programmer, I've only meet about 3 people with whom I've been able to really connect with, and only one of those in any sort of deep level(as in we've kept in touch long after we both moved on). I don't know what you are like, but it's possible that the way you socialize is just different from most people. A lot of people are happy with very surface-level interactions, which is why they can be happy going to parties because they can talk about meaningless drivel and be satisfied with the sort of safety provided by not really rocking the boat in any way. Maybe you are one of those people, or maybe you're like I am in that I have no interest in speaking their language but value depth when it comes along. Either way, understanding that can help you look for a work environment that better suits who you are.
Still, either way, connecting with people doesn't happen very often. I long desired to connect with people(I'm relatively bad at this) in part because I struggled in childhood to make friends who weren't going to later stab me in the back. It was difficult to come to the conclusion that I don't actually need connection as much as I thought, but once I did, it was quite freeing because I could better value connections(as opposed to having a level of desperation for it) and also be perfectly content on being by myself and doing my own thing.
Back to the career thing... what other sort of institutions have you worked for? No offense, but financial institutions are the kind of places I specifically choose not to work for. Ask anyone who knows me, and they'll say I've passed up jobs because they were for financial institutions. :) A lot of people are fine with them, but it's not for me. If you've only worked for similar places in the past, maybe your outlook on your career is jaded in part because you don't know how good it can actually be? Just a thought. If, for example, you've previously only worked for other financial firms or marketing firms, then you might not know how good you can realistically have it.
The job I just left was at a non-profit public media organization. What I really liked about that company, despite some minor shortcomings, is that I could believe in the mission, which is important for me. If I worked somewhere that was solely interested in milking the customers of money, I'd lose interest in short order. Maybe a non-profit organization is a good place for you to work? Since they have a limited income, they tend to be more flexible and understanding with their employees since they would prefer to keep them around rather than lose them during critical times.
And collecting with collègues, I think I'm just like you. Superficial chit-chat is difficult for me and I prefer when people get personal or just plain real on the discussion. Something I cannot find where I am because people are just superficial most of the time (well that's my point of view while being depressed).
I've only worked for a bank and this trading firm but I have always felt the pressure I put myself and the comparison to others. I can't be laid-back and take it easy.. It's unnatural and fake it til you make it is hard for me.
These days I'm much more content and at peace with these things about people and workplaces that aren't going to change themselves. While I wouldn't say to never look up to other people whom have qualities you aspire to, comparing yourself to others is a losing game because the people we've been talking about are really just illusions; those team players who go with the flow and support bad missions, who seem to have everything we don't, are usually putting on an image. We usually don't know who these people really are, but I can assure you that most of them are living hum-drum lives and deal with their own sort of problems brought on by the baggage that comes with maintaining a conventional life. I don't begrudge them of this observation, as it's often just their calling to be this way, but their true selves are simply not my true self.
Ok, I'm going to get a little cliche here, but those who are exceptional are usually not the type of people who go along with hopeless missions or simply do what's expected of them. Now I'm not saying that I or you have to aspire to be exceptional, yet the reason I bring this up is that there is no shame in being someone like you, and not the people you work with.
I've found much more happiness in setting my own standards for who I want to be, not comparing myself to other people. It feels healthy because I've learned that such standards to only myself and not others has lead to much less disappointment in life; when I am disappointed with something, it's purely on me and I can take steps to try to resolve it.
In relation to that, you clearly have a strength in that you seem like a highly-driven person (that's how I'm interpreting what you said anyway). I normally don't like giving out advice, because everyone is different, but if I were you I would take that drivenness and direct it towards something else. I've not worked for a bank or a trading firm, but I imagine that the way that they function is extremely old-school. When companies and industries become highly-established, they will always tend towards a stable equilibrium that is less focused on efficiency or innovation, which can be hampering for people who want more than just the status quo but very hospitable to people who are willing to just go with the flow (i.e. are laid back and take things easy).