This won't get a lot of votes, but it ended up as diet and exercise for me.
When I dropped caffeine and alcohol my anxiety went away. When I exercised my depression went away.
I tried a lot of things, but it ended up figuring out that I wasn't eating well or working out.
Now I do crossfit. I know, I know. It's a cult blah blah. But go try it. You need to be exercising every day to get all that endorphin goodness and plus, you meet a lot of fun people at crossfit. The community keeps me coming back. I don't get that biking (which I love) so I don't do it as much as crossfit. And I hate running. The key is to keep doing it, and that social component works magic. If you can work out at a home gym every day - good for you - but I lose interest and stop, then I get fat and lazy and depressed again.
As for food, I'm not a fan of cooking. But I found paleo then keto. And I avoid all the stuff you're told to eat. "healthy" grains, for example. I don't drink coke. Basically avoid all sugar. I'm basically paleo to paleo-keto end of the spectrum.
I really didn't think it would work but there it is.