First, you have my sympathy... depression and anxiety absolutely suck! Second, you'll hopefully be encouraged to know that there are lots and lots and lots of things you can do that can help.
Depression can have its root cause in a lot of different things. Hormonal changes, diet, life circumstances, trauma, infection, allergies, sleep, light exposure, pregnancy, stress, vitamin deficiencies.... all these things and many more have the potential to make us more vulnerable to episodes of depression. Exposing the one or more underlying causes helps immensely in working out a plan for recovery.... however you may imagine yourself that you can start to work on becoming a detective and investigating these yourself :)
Do you have a routine? Do you wake up and get up at roughly the same time each day? Do you get out in the sunlight for some time each day? Do you have a job to go to? Do you find your work meaningful? Do you experience overwhelming stress anywhere in your life? Do you have friends? Do you have family? Do you have a partner and a plan for your future?
These could form some starter questions to help you start to investigate where this might be coming from if it is based in the nature of your day to day.
Often the GP will do some blood tests to look for thyroid function, vitamin d deficiency, low iron etc etc... all potentials for low mood.
Consider taking a look at your diet, are you consuming a lot of sugar and gluten? These have links to depression. Are you getting the right balanced diet to support the production of serotonin in the brain?
Do you get quality sleep? Do you need to exercise in the day to improve your sleep at night? Is the room you sleep in dark enough, are there any blue lights in the room?
Is your home environment moldy at all? Mold exposure has been linked to depression. Air filtering can improve this.
Are you drinking enough water? Dehydration can cause issues in some people.
What about your thinking? Do you find your thoughts help you or hinder you? Therapies like Cognitive Behavioral Therapy (CBT), Eye movement therapies like EMDR, talk therapies, hypnosis, mindfulness based techniques etc can really help the formation of more helpful neural thinking pathways that can free you from the quagmire of persistent intrusive negative thinking.
These are some things to maybe consider. For anxiety there are as many options too... heart rate variability training (emwave2), exposure therapies, confidence exercises etc... there are a lot of options. There are many good mental health sites which have further details on the options.
Believing you can recover and develop emotional resilience is the first step, coming up with a plan which you can revise as you go is the 2nd step and too many people have been through it and recovered for anyone to believe it isn't possible. I honestly wish you find everything useful as you proceed on your healing journey, but take what works for you, leave what doesn't and know that healing is possible. This is only your life as it is today, you can work to build the life you want. :)