I'll add a reply too in case it finds its way to helping anyone.
Here's the basic and simple understanding I have from what I've learned throughout the years.
Anxiety can often be linked to adrenal glands that are down and not fully functioning. Look for herbs that will help the adrenal glands and combine many of them to help with anxiety. It's more effective to take multiple herbs than just a single one or two. So combine them for a better effect. If you're on stimulants then consider stopping them for a while. Stimulants are very taxing to the adrenal glands. Even salt can be a pretty harsh stimulant to the adrenal glands, especially when they are already down.
For severe depression where meditation, thinking positive, and exercise has pretty much zero impact upon it, look to the parathyroid glands. Deep severe depression is linked to having parathyroid glands that are down. Again I would suggest looking at combining a lot of different herbs to help this as well. Kelp is also useful and it's great to add to salads, I like the flavor of dulse the most out of all the different types of kelp I've eaten, it seems to have the mildest flavor.
In both situations, if the glands are severely down, you may need to take some glandulars for a short while to "wake" those glands back up. Then get on the herbs and off the glandulars once you have woken them up. You don't want to be relying on the glandulars long term, you just use them to wake the glands up. Then you want to rebuild and detox the glands using herbs. If you don't need glandulars then there's no reason to take them..in fact I would caution against it if they aren't needed.
You could actually look at taking herbs for the entire endocrine system for both anxiety and depression. Find good quality herbs too, I've not been that impressed with stuff I've found in health food stores. It's generally pretty weak and not very effective....yet I can't say I've experienced all that's offered from all the different health food stores, so that's just a generalization. Look for a good herbalist that makes quality products or make your own formulas if you are looking for something strong and effective.
It's worth mentioning that diet plays a huge role in anxiety and depression. Diet is what throws the glands out of balance in the first place. For example, a diet with lots of grain will rob the body of calcium and that leads to a lack of calcium utilization in the parathyroid glands, which causes severe depression over time. There are other things that can do it as well, such as postpartum depression where the newborn has stripped the mother of calcium. If you want to go even deeper and detox and heal from your ailments then look into a
raw food diet high in fruits and using herbs, this will detox the body and bring it back to a healthy state. But if you take
enough herbs you'll probably notice a positive change from severe depression without a huge change to the diet. Though....I'll say it again because it is quite important, diet plays a huge role and sometimes treating symptoms, even with herbs, isn't quite enough. Treating symptoms won't get rid of the reason why you are needing to do so in the first place, but detoxing the body on a raw food diet high in fruit and herbs has been shown time and again to be able to do just that.