I find that when I am anxious, which is often, the best thing for me to do is ground myself. I visualise the anxiety, which always feels knotted up, as energy that I am allowing to flow from my body, out my fingers and toes into the deep veins of calming energy deep within the Earth. There it can be cleansed and used again when needed.
I am not sure if this would help but I thought I'd share :)
Unfortunately I can only suggest healing energies, calming energies and positive energies to help with depression, I'm still trying to figure that one out myself :)
Black tourmaline is the best crystal I know for absorbing negative energies and turning them positive; it actually really helped me kick a lot of my anxiety completely. Sometimes it comes back up but it's much, much easier to manage and I actually just bought myself a replacement tourmaline today to help round things off, the last one having gone walkabouts ages ago :P
Other than that, breathing exercises can really help a lot with both anxiety and meditation, and for depression I find that focusing on really feeling and radiating gratitude is one of the best ways to lift your mood :)
Another good way to relax while meditate is burning or diffusing lavander or pepperment, running a hot shower or hot bath for steam also works, you could also try drinking a hot tea like chamomile, pepperment, or anything that sounds relaxing to you. Calm music (white noise, ocean waves, wind blowing through the trees) also help.
Often intense fear, anxiety and/or depression might be caused by a hormonic imbalance (chemical imbalance if you will). If you have not been diagnosed with any of these and you do not think this is the issue, there might be something holding you back.
What I would advise you do is meditate on the root of this issue, and find the cause. After you have found it, attempt to confront it, often it is as simple as acknowledging that there is a problem to be fixed that resolves the issue.
If you have any further questions or wish to talk to someone, feel free to contact me.