Depression and Anxiety are indicators that the environment is not quite right.
I see depression as a reduction of incentive. You don't feel stimulated. In fact, things feel stagnant even with the things that have felt inspiring.
The same can be said of major unusual experiences such as a spiritual awakening or some paranormal encounter that jolts one's current worldview.
Depression is like that light on your car dash. It signals that something about your circumstances isn't aligning with your values, goals, and vision.
Anxiety is an elevated sense of mental and emotional activity. Your system is working overtime. Personal stress, unhealthy relationships, or a pressured career can raise what in the Veda tradition is called Shakti.
Unusual phenomena are sometimes an example of overload.
Anxiety is a sign to slow down. How important of a signal, and one that if ignored could lead to high blood pressure and more.
Some have experienced traumatic experiences in life, especially in childhood. Unfortunately, this can limit our range of happiness throughout life. But with the help of therapy, you can reduce its effects.
When unusual phenomena proves traumatizing or proves overwhelming to already established mental and emotional ways of coping, the intensity of the reaction reaches a new high. It is important to learn how to reduce the reactions, recover, and manage the symptoms.