It's not rude, and I totally get where you're coming from. Been there, and that "bad mood I can't shake" lasted anywhere from a few weeks to several years at its worst! Two suicide attempts and decades later, life these days is much more bearable, even enjoyable much of the time, but there are still hard days!
Depression has many forms*, different durations, different treatments, etc. I am not a psychologist, but I've seen many, and have been through a variety of treatments from talk and CBT to meditation to different drugs, etc. Some days are better than others, some months/years are better than others, etc. Neurochemistry is complex and not just a binary "you are depressed, true/false" :) I think anxiety comes with a lot of nuances too.
You can probably plot these complex feelings by different axes of intensity and such, every few hours and come out with a pretty complex radar graph (random example just for illustration... don't read too much into it: https://www.researchgate.net/figure/Radar-chart-pentagon-sha...). Like anything biological and human, it has a lot of variables.
My point is just that everyone experiences their life a bit differently, both from other people and sometimes from themselves moment-to-moment, day-to-day, etc. None of this advice is guaranteed to work for everyone, just like no medication or therapy works for everyone.
But a common thread you see in the comments here is repeated exposure. That works for many people, and is worth a shot if you haven't tried it yet (for anxiety).
For depression, other things like socializing, exercise, food, etc. can all affect it -- cyclically, sometimes the causes and effects flip, etc. Like depression can lead to bad food choices, which then cause further depression in a vicious cycle, etc., whereas exercise can temporarily alleviate depression in many people, which then gives them a bit more energy for more exercise, etc. in a virtuous cycle.
It's just nuanced all around! But again I'm not a psychologist, just a rando on the internet, and there are professionals who can hopefully help. We're just sharing personal anecdotes in the meantime.
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* Wikipedia has a good summary: https://en.wikipedia.org/wiki/Mood_disorder#Depressive_disor...
But note that different countries can use slightly different criteria for evaluation (like DSM-5 vs ICD-10), and often, self-reported questionnaires are a part of diagnostics and not necessarily totally objective. There's not like a simple blood test. A lot of is vague, subjective, and also depends on the mood of the practitioner themselves, who are also human, and sometimes themselves suffering from mental illness.
IMHO psychology is a pretty young art and we're only recently beginning to understand the brain, the gut, and how it all ties together into mood and affect and maybe personality. There's a long ways to go! Maybe kids a few generations from now will have much better mental health treatment, but for now, it's mostly a matter of statistical clumps of different symptoms and treatments that seem to improve those symptoms (at a POPULATION level, not individual, i.e. no one thing is guaranteed to work for everyone yet).
