You got a lot of answers. The only ones that I would add are these:

Essential oils:
Lavender - for anxiety and to relax or if you put on pillow to help sleep
(This can work for both depression and anxiety due to its calming effects but is most used for anxiety, and is the cheapest oil and has most uses actually so I would try it for both first)

Rose oil is really good for depression but can also be really expensive depending on the purity you get.

Sandalwood is another one you can try fot depression that is closer to the price of lavender but not as potent as rose.

Techniques you can try (let me know if you do not know what they are/how to do them)

1. Diaphragm breathing
2. Muscle relaxation
3. Visualization

I think they covered everything else ❤