Similar to you I'd tried many things. That was around 1988. Then it was time for a plan, my own plan and it worked. The problem is it took a total of 22 years to eliminate anxiety but the journey along the way did give me much relief. It might or might not work for you though.
Depression is a different story. I accepted I'd never eliminate it but I could try to mould it, choose the best time to grow out of the cycle and sometimes even avoid a cycle.
The best thing I can do for you now is recommend a few threads I've written on these topics. You only need to read the first post of each thread. It's easy, just copy and paste in google or use the search bar above without the beyondblue and topic words.
Beyondblue topic anxiety, how I eliminated it
Beyondblue topic the timing of motivation
Beyondblue topic depression-is there any positive?
Beyondblue topic the balance of your life
Beyondblue topic an over active mind
Beyondblue topic you are sliding, what can you do?
Beyondblue topic they just wont understand- why?
Beyondblue topic depression- how do you fight it?
I hope they help. Reply anytime.