I was in a similar situation:
I had massive burnout after a job implosion and suffered extreme depression and anxiety.
Talking to the outsourcing executive coach helped immensely but there were things above his pay grade. I went to my MD and had some sessions with the MedLink (if that is what it is called) and the first one was great and the second not great. But they were both able to provide resources. I finally connected with a great therapist and she has done wonders for me. She has provided all of the same tools suggested but "allows" me to find the ones that work for me. Breathing exercises and meditation was really helpful for me. Also, the MD gave me anti-depressants that helped a whole bunch. We tried 3-4 before finding the current one which is helpful to me. I also did a ton of walking initially around all of the parks in Calgary. The single benefit of being unemployed is lots of free time and I would go on 2-3 hour walks. The dog helped me too.
My therapist charges $200 per hour so it is expensive. My last job covered it so that was good but still worth it to me. Between her and the drugs it saved my life.
I strongly disagree with the people that call different therapy options "stupid". Just because one thing is not for you does not make is stupid and is not helpful in a thread like this. I know people for whom journaling saved their lives. I cannot seem to get into it but that does not make it stupid.
Anyways, feel free to DM if you want to chat. I am more than happy to pay it forward.
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