It's hard, Gillian! I hear ya.
I wouldn't say a UX Strategy was a 'thing'—it's much more about the approach you choose to take, so yes it's thick with overarching direction. If no one more senior is giving you this input, it still needs to happen. It may be evident in a couple of other expressions like the challenges you choose to tackle, the principles you uphold, your UX project plans, discussions in stakeholder meetings, the measurements you decide to judge against. All specific things, but 'fuzzy' in that they're not an artefact or deliverable.
An excellent place to start is with Joe Natoli's ebook Think First. It's got all the good stuff: practical advice, examples, tools & approaches, videos, etc. If there was one thing you should check out, this would be it.
Another handy tool is the UX Strategy Blueprint—a quick and nifty canvas for structuring your big-picture thinking before delving into the deeper stuff (as covered by Joe's book).