BismIllah wa as salaamu alaykum.
We all have big, long-term problems at times, and even though everything is a blessing of some sort from Allah, we still have to deal with them. If we understand that the problem is sent so that we can learn something, then that is a huge step towards having the right attitude and solving it. Here is a practical concept, which often answers the question of "Why?"
Think back to when the problem arose. This may require you to go back days, months, or even years. However, the circumstances around when the problem began is usually the key to what the problem is and why it is continuing. Sadly, it is usually listening to the whispers of shaytaan and believing his empty threats that make the problem last so long.
So make dua', call on Allah to guide you to what He wants you to learn from the problem, and then get your trenchcoat and magnifying glass out. Go back, Sherlock or Sherlockette... and back, and back. Dig deep, and deeper, and deeper. Pinpoint the beginning and work from there.
Most important of all, when you have clarity about the problem, don't be afraid to do what Allah guides you to. After all, the biggest reason for sending you the problem is to cause you to put ALL your faith and trust in Him and act with confidence. Inshaa'Allah, then we will have a real hope of an eternity of never-ending bliss.