First things first, I need you to understand that the mental health services are in a state at the moment, I know to a degree that they always have been, but I've definitely seen a change for the worse over the past few years. It definitely seems that it's only those who are feeling suicidal are given any real kind of help... so unless you feel suicidal, please don't have too much faith in what the NHS can do for you.
I have many of the same issues, depression, anxiety, personality disorder (BPD) and I was given very little help, but I feel that I am about 70% there, mostly through my own efforts.
If you can get it, CBT was the one thing that did help me, you can do cbt programmes online now, you can do this at home alone, and what it does is help you to think in a different way, and it can be wonderful for anxiety.... for a year I don't leave the house on my own. My anxiety isn't gone completely, and at times it's awful, but that's at times...not constant now.
I will tell you further things that have helped me,
As cliche as it sounds, exercise has helped me. Just a bit of walking. You won't feel you have the energy. But do it. You'll realise you feel a bit better.
Plan for the future. Always have something to work towards.
Meditation. I started with YouTube wave videos. I'd not watch the screen but would play the music whilst I was in the bath with candles.
The things you feel anxious about, you may need to focus on what you are anxious about and weigh up the odds of these things happening. Once you've done this, you need to push that thought away.
These are the biggest things I've found that help.
Mind also have centres that can offer far more than the NHS seems able to at the moment get into contact with them.
Good luck. It's not going to be easy, but the way you feel at the moment doesn't have to last. I thought it would be the way I always felt. 2012 was when things became very bad for me. I got my life back six months ago X