So sorry you are burdened with extreme anxiety, depression and OCD. I suffer bouts of depression, anxiety and panic attacks.

A book that helped and helps me is "The Worry Cure" by Robert L Leahy.

Another book by the same author proves very helpful to me and it was written by the same author. It is called "Cognitive Therapy Techniques: a Practitioners Guide." Although it was written for psychotherapists but I have always found it helpful to me as a sufferer, helpful as a self-help book. And it also helps me a lot with my depression.

I hope you get many responses to your post by the members here so you can get a good library of books. Anxiety can be so brutal. There really are no words for the depth of pain it causes. My heart goes out to you!