If you lift weights once, are you strong enough to lift a car immediately afterwards? No, of course not. What about the second time? Still no. But if you keep lifting, if you consistently put in effort, one day you will be able to, a day will come where you'll just find that you're as strong as an ox.
The same goes for happiness. If you are feeling down and you write a list of things you can currently feel grateful for in your life, are you magically going to feel totally awesome straight after? No.
But that’s not the point of doing that. These kinds of exercises are not supposed to be quick fixes. Writing lists, altering language, finding positives, changing your thinking etc aren’t one-time be-all solutions, they are meant to be part of a routine, a regime, a lifestyle.
Happiness is a healthy blend of optimism and realism. It comes from developing a set of tools. Some people will naturally develop these tools throughout their life and others need to work at them. Being positive, choosing to look on the bright side, finding the victories in life… all need to be done repetitively until one day, they're just kind of automatic. Things will happen where you think "I should totally feel anxious right now and yet I don’t” because you've put in the effort, you've made yourself as strong as an ox.