To be somewhat cynical - the reason NHS physios have less success with knees than private physios is because the clients who pay for the advice are more likely to follow it. But all physios are limited in their success by the diligence of their clients in following up the exercise regime.
My physio (private) reckons than perhaps 1 patient in 100 does as many of the exercises as she advises and keeps on doing them, about 20 in 100 do them for the first month then as soon as the problem goes, stop - whereupon the problem often comes back in a few months (which they blame on the physio and go elsewhere), most patients do some exercises for a while but it's hit and miss, and about 10% don't bother to do any at all.
And that's people who are paying £30 a session, so why would NHS patients getting it for free do any better - plus NHS physios are more likely to be treating the chronically overweight, the chronically lazy, the aged and infirm as a major part of their workload.
I'm convinced that most physios are pretty good at what they do but obviously, if you go to a physio who treats mainly patients after knee replacements or post-stroke rehabilitation, they're going to be much better at advice for problems related to these than someone like my physio who gets a lot of fell runners and cyclists so is pretty good at the sort of ankle/knee/back problems associated with these sports. A previous physio worked with a lot of triathletes and was an expert on muscle imbalances in the shoulders due to bad swimming techniques. But who ever you get, you're going to have to do the exercises they recommend to get the benefits - not even the best physios can just wave a magic wand (or a Megapulse) to fix the majority of problems.
As an aside on the 'clicking' in the knee - this is most likely just the ligaments slipping over rough edges in the joint. When the joint is nice and healthy, everything slides really nice and smoothly. But with advancing age or overuse damage, rough spots develop where the ligaments and tendons 'catch' then snap past, a bit like an elastic band. So it's likely to be a feature of your knees now and even the best outcome from the physio may not stop it. Sometimes during an arthroscopy, the surgeon will look for obvious rough places and smooth them off as part of the 'general wear and tear' maintenance. I know ex-rugby players who go for such arthroscopies fairly regularly - every 3 or 4 years - just to keep their knees as good as possible after the rigours of a pro-sports life.
P.S> waving cold water shower at your knee is a waste of time and water - you need to have contact with near zero degrees material for 10 minutes to cool the joint sufficiently. It's the mass of the joint you're trying to cool down not the skin. Cold showers are good for sunburn not cooling joints to reduce inflammation.