I myself have finally climbed out of a pretty deep hole these last few of years. I had the benefit of a wife that dug in with me to find the root cause of my problems. One thing led to another and I learned about narcissism. I realized that my parents didn't really care about me. They only acted like it when it made them look good to others or it was socially expected of them. My folks constantly cut me down, criticized me and my decisions. Then I had a couple of childhood traumas which they just flat out denied even happened which ultimately led to me being an emotional mess. I was socially awkward and didn't know how to communicate with people. My parents only loved me when I made them look good. All this led to living with insecurity and depression with a splash of anxiety. This was my life from 14 till about 38 years old. I turned to drugs ( prescribed and not) and alcohol to cope. Of course this made things much worse in the long run.
A big part of my solution was deciding to go no contact with my parents. Man was this was a game changer. I no longer had all the negative reinforcement and life improved almost instantly. I had a lot of fallout from that decision because of the family cult thing that society pressures us to be a lifetime member of. Once you leave the cult your an outcast. They even started rumors that I had brain damage and thats why I don't talk to them anymore, crazy stuff they come up with. Anyway I stuck it out and two years later still going strong without a single contact. Still no regrets. Once I decided to remove all the negative people from my life things just kept improving. Some people you can't remove of course but thats where I learned to set boundaries. This was another game changer. There are so many people out there with no boundaries that I had to regulate them for myself if that makes any sense.
Some other things I did that really helped me...
The first one was I ascribed to the idea that if I wasn't born with it, by God I don't have to die with it. Emotional or physical. The body and mind is an amazing thing and given the proper tools to heal, they will. Having said that I eat and drink the cleanest food and water I can find and when somebody needs to talk something out I'll listen because somebody listened when I needed it.
Someone else had mentioned hobbies and exercise. It was a huge help for me. I started training Brazillian Jiu Jitsu. I haven't really sat down and thought about it in my own words how to describe what happens on the mat, but its amazing. Of course I'm getting in shape, which makes me feel good but theres more to it. You have to really dig deep to stick with it and the interpersonal growth that I experience was and still is surprising to me. Once your feet touch the mat there is nothing else you can really think about cuz somebody is gonna be trying to choke you out! lol but seriously there is a great primer on the subject
here.
I realize of course that everybody is different with a different life story. My advice is start asking questions. Questions about your past, parents, traumas etc. Nobody suffers from depression/anxiety for no reason. I don't mean to oversimplify anybodys situation by saying that. What I am saying is that my experience tells me that the root problem needed to be discovered and once it was I could square up to it, face it and start healing.
I just pray that folks can get their life back without using pharmaceuticals. There's no such thing as "side effects". There's only undesired direct effects.
I spent some time in my 30's as a Christian counselor so ultimately thats my perspective. James 5:16 tells me to confess my faults to another so that I may be healed. It doesn't tell me to take drugs so that I may be healed. Find somebody to talk to. There are people out there that care. If anyone needs somebody to bounce ideas off of I'm available.