Depression

Depression should not be indulged, for all who do the Yoga have difficulties with their ego; but the higher consciousness will always prevail with a true aspiration.
The rule in Yoga is not to let the depression depress you, to stand back from it, observe its cause and remove the cause; for the cause is always in oneself, perhaps a vital defect somewhere, a wrong movement indulged or a petty desire causing a recoil, sometimes by its satisfaction, sometimes by its disappointment. In Yoga a desire satisfied, a false movement given its head produces very often a worse recoil than disappointed desire.
What is needed for you is to live more deeply within, less in the outer vital and mental which is exposed to these touches. The inmost psychic being is not oppressed by them; it stands in its own closeness to the Divine and sees the small surface movements as surface things foreign to the true being.

Anxiety

With man there has begun this perpetual worrying about what is going to happen, and this worry is the principal, if not the sole cause of his torment. With this objectivising consciousness there has begun anxiety, painful imaginations, worry, torment, anticipation of future catastrophes, with the result that most men—and not the least conscious, the most conscious—live in perpetual torment.