We have depression and anxiety due to our failed marriage

One enters into marriage with dreams of hoping to start a new journey with their partner that is filled with love and happiness. For a happy and successful marriage, both partners need to be equally invested to work towards it.

I see that because of many issues in your marriage you are unhappy in it. What would help is to figure out whether these issues are workable or not.
If you and your partner agree to work on it together, it would help for both of you to go for couple's counselling. It will help provide you both a safe space to be heard and work together on your issues effectively.
However, if you feel that the issues cannot be something that you see as working out, or if either of you are not equally invested in the process, remember you have the choice of walking out of this relationship. As difficult it may seem, there is not point in staying in an unhappy marriage in which you have no faith to recover. You could at such times, take all the help you need of a therapist/ counsellor who will help you through this journey; the support of friends and family and legal help as well for further proceedings.

With regard to your depression and anxiety, I would strongly recommend that you both visit a therapist and a psychiatrist to help you further with these issues.