Sorry to hear you're going through this.
I, too, have had anxiety and depression for over 36 years. That's a long time to carry the load that we've been given, isn't it?
I am currently NOT on any meds, although during my depression/anxiety "career", I've been on alot of them off and on. I did okay off for about 10-15 years, then had a setback and tried going on a med. Didn't work, as now my system can't tolerate any of them, so I look to alternative methods.
I think the hardest part of this is that we all want to be where we were .... when we didn't have depression or anxiety. I find myself going back to that place and it's dangerous. We will NEVER be who we were. We are who we are now - sometimes maybe a little better with the help of whatever works for us. By thinking we can go back, we are doing ourselves an injustice and just making it that much harder.
You say that when you go out, you feel a little bit better ... how about making it a habit? Doing it on a regular basis - hook up with someone or your spouse or friend. Find a partner in crime so to speak - how about volunteering? I've found over the years that having someone else depend on me makes a big difference.
As much as I hate exercise, that really helps, too. Nothing too exhausting - how about regular walking? Get out and about and look at what's around you - take it all in.
Some of this sounds so trite, I know. It's not something that will help you over night or in a few hours like a med can, but over time, you will re-train your brain to look at the positive instead of focusing on the negative.
As to you waking up with the bad thoughts - I've gone through periods of this as well. I would wake up and as soon as my eyes opened, the first word on my mind was D E A T H. It was horrible. I just had to push myself to get out of bed and get moving. When I would get those thoughts I would immediately say STOP out loud and move on to another train of thought. It really works, but it takes persistence and patience.
Do you use positive affirmations? I have about 30 printed on a slip of paper - I keep one at my desk, my nightstand and in my purse and I read them throughout the day. I always tell myself that I am, indeed, a good and loving person .... among other things. It really does work .... give it a try.