You ask an important question. Sometimes clinical work doesn’t provide relief. I think it would be helpful if you tried a review of your treatment, coupled with some natural approaches.
First: Please bear in mind that not all treatment modalities or psychiatric medicines work the same way for everyone. Both CBT and DBT have been shown to be very helpful for many people, but that doesn’t guarantee they would be helpful for you. Further, not all clinicians are as expert as others. Before giving up on therapy all together, I suggest you consider looking for another therapist who is trained in another treatment method. Read about different approaches and see what appeals to you.
The same is true for medications. Not all medications are helpful for everyone with the same disorder. Fortunately, there is a whole palette of options. Did you work with your prescriber to find the right one for you? It often takes trying several different medications to find the one that works for you.
As for the “natural” approach: Regardless of talk or medication, there are life style choices that can ameliorate anxiety and depression. Really, it’s getting down to basics.
You need about 8 hours or sleep every night. Sleep is restorative. It is where healing happens.
You also need to get outside for moderate exercise several times a week – even if you don’t feel like doing it. Studies are now showing that for some people, a few hours of time outside is as effective as antidepressant medication.
Don’t neglect getting the nutrition you need every day. Good food is fuel for the mind as well as the body. You don’t need to go on a special diet. Just aim for a well balanced diet each day that includes the food groups.
And stay away from alcohol, street drugs, and nicotine. None of them will do you any good even if they temporarily make you feel a bit better.
Developing good habits around sleep, exercise, and diet and staying away from substances that your body doesn’t need is a good idea whether as a supplement to treatment or as a lifestyle choice.
I wish you well.