I keep thinking things will get better?

Never ever stay in a relationship with that attitude. If you don't like the current situation, there's NO reason to stay together, get engaged or even married. In most cases, it just gets worse over time.

but I feel like she hasn't even given it a chance to be honest.

Because in her head, it's all your fault. Hence, therapy is just a waste of money.

Yeah I don't know if she's abusive, that's what I'm trying to find out through therapy and stuff.

I think at this point it doesn't matter. Your relationship isn't healthy, and it's holding you back. Your mental health is suffering.

Do yourself a favour and initiate a "break" (not a fan of it, but you don't sound like you're ready to end it). Distance yourself from each other for a few months, live apart, work on yourselves. Then get back together and see how things are.