Many people enter therapy with symptoms of anxiety and/or depression.  Some people have had previous experiences in therapy to treat these symptoms and even if they have had a positive experience in therapy they continue to experience symptoms that interfere with their day to day enjoyment of life. In my work I have discovered that many of my clients with persistent anxiety and depression are the carrying symptoms of a condition which is more pervasive in their lives and has been with them long before they had awareness of the words anxiety and depression.  The condition is complex trauma or developmental trauma and it its cause is often a disruption or disconnect in the relationship between child and primary caregiver.  For must of us that means our parents.  This disconnect can occur for many reasons.  Most often it happens due to our parents own struggles with mental health issues, their own untreated complex or developmental trauma, and addiction or substance abuse.  When as children reach out to our parents with the desire to love them and the need to be loved by them and we are dismissed or rejected by them complex trauma begins to develop.  
Developmental trauma/complex trauma is not a diagnosis recognized by insurance companies in the United States as it is not included in the official source of all behavioral health diagnoses the Diagnostical Statistical Manual which currently is in its fifth version DSM-5-TR.  Behavioral health practitioners and researchers have been advocating for years with the American Psychiatric Association, the publishers of the DSM, to include this diagnosis but so far without success.  Meanwhile trainings in treating symptoms of complex trauma/development trauma abound and clinicians more and more are using modalities that address this trauma to treat the depression and anxiety that comes with living with the symptoms of complex trauma.  
In my experience one of the strongest indicators that someone may have this condition is that they have outsized reactions to surface events.  Something that to others -- coworkers, bosses, family, friends, romantic partners-- seems ordinary and not all that significant can trigger a response from the person that is loud, highly emotional, can stay with them for hours even days, and creates resentment and the need to put up walls in our relationships.  Another hallmark symptom is hyper-vigilance.  Clients with complex trauma are often on high alert waiting for the next perceived boundary violation.  On the other end of the spectrum are those clients who experience dissociation when setting a boundary is called for.  They never developed the tools to set a boundary and don't recognize when there is an opportunity to set them.  Maintaining relationships can often be a challenge for people with development trauma.  Additional symptom I find in clients with developmental trauma is a strong sense of shame and a blurry sense of who they are, a weak sense of Self. 
If any of the above resonates with you I encourage you to reach out for an initial consult.  Currently I use an integrative approach of cognitive behavioral therapy, parts work (from Internal Family Systems), attachment theory, and psychoeducation to treat this form of trauma.  I find that as clients finally understand the source of their hurt and emotional pain, they are able to start practicing changing their responses to their triggers, learn how to set healthy boundaries through assertive communication and over time feel the effects of changing neural network patterns.  Often people experience the reduction in symptoms of anxiety and depression that brought them into therapy in the first place. 

Please remember that there is no guarantee of results and that each person and situation and response to therapy is unique.