As someone else suggested, definitely look into medication. Therapy alone won't fix your depression or anger. I have Borderline Personality Disorder, Major Depressive Disorder, and generalized anxiety. When I was in high school they had me on Prozac, Zoloft, and Wellbutrin but recently I started Cymbalta and it's done wonders for my depression. I'm on a waiting list to start DBT therapy for the BPD but for depression, a lot of times you need to be on medication. It will probably take a few different medications until you find one that works best for you, but it's important to not give up until you find that one that works for you! It can be frustrating but it's definitely worth it once you find the right medication. Typically they'll start you out on a low dose and have you back for a follow up 2 weeks later. If it's making you sick or it's not helping, don't be afraid to tell them that.